BNP Paribas Call 9 WBD 17.01.2025
/ DE000PC571L7
BNP Paribas Call 9 WBD 17.01.2025/ DE000PC571L7 /
| 17/07/2024 10:26:40 |
Chg.+0.200 |
Bid13:06:03 |
Ask13:06:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+38.46% |
0.730
Bid Size: 4,110 |
0.870
Ask Size: 3,449 |
Warner Brothers Disc... |
9.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC571L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.45 |
| Parity: |
-0.94 |
| Time value: |
0.79 |
| Break-even: |
9.05 |
| Moneyness: |
0.89 |
| Premium: |
0.24 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.04 |
| Spread %: |
5.33% |
| Delta: |
0.47 |
| Theta: |
0.00 |
| Omega: |
4.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.710 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-40.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.480 |
| 1M High / 1M Low: |
0.600 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
