BNP Paribas Call 9.5 WBD 17.01.2025
/ DE000PC6NJC5
BNP Paribas Call 9.5 WBD 17.01.20.../ DE000PC6NJC5 /
| 9/18/2024 5:50:38 PM |
Chg.+0.010 |
Bid5:59:39 PM |
Ask5:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+1.56% |
0.640
Bid Size: 4,688 |
0.680
Ask Size: 4,412 |
Warner Brothers Disc... |
9.50 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC6NJC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.46 |
| Parity: |
-0.94 |
| Time value: |
0.68 |
| Break-even: |
9.22 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.04 |
| Spread %: |
6.25% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
4.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.680 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+160.00% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.250 |
| 1M High / 1M Low: |
0.700 |
0.250 |
| 6M High / 6M Low: |
1.350 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
385.31% |
| Volatility 6M: |
|
237.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
