BNP Paribas Call 8 WBD 20.12.2024
/ DE000PC9T8D5
BNP Paribas Call 8 WBD 20.12.2024/ DE000PC9T8D5 /
| 2024-11-15 9:50:28 PM |
Chg.-0.570 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-30.65% |
1.270
Bid Size: 2,363 |
1.390
Ask Size: 2,159 |
Warner Brothers Disc... |
8.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC9T8D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.45 |
| Parity: |
1.16 |
| Time value: |
0.23 |
| Break-even: |
8.99 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.12 |
| Spread %: |
9.45% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.04 |
| Rho: |
0.01 |
Quote data
| Open: |
1.830 |
| High: |
1.860 |
| Low: |
1.170 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.78% |
| 1 Month |
|
|
+118.64% |
| 3 Months |
|
|
+108.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.290 |
| 1M High / 1M Low: |
1.860 |
0.400 |
| 6M High / 6M Low: |
1.860 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.890 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.45% |
| Volatility 6M: |
|
267.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
