BNP Paribas Call 10 WBD 15.01.2027
/ DE000PC571T0
BNP Paribas Call 10 WBD 15.01.202.../ DE000PC571T0 /
| 2024-09-19 9:50:34 PM |
Chg.-0.080 |
Bid8:05:35 AM |
Ask8:05:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
-3.60% |
2.140
Bid Size: 1,402 |
2.340
Ask Size: 1,283 |
Warner Brothers Disc... |
10.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
PC571T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2027-01-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.46 |
| Parity: |
-1.42 |
| Time value: |
2.27 |
| Break-even: |
11.27 |
| Moneyness: |
0.84 |
| Premium: |
0.49 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
2.25% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
2.08 |
| Rho: |
0.06 |
Quote data
| Open: |
2.290 |
| High: |
2.370 |
| Low: |
2.140 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.73% |
| 1 Month |
|
|
+13.83% |
| 3 Months |
|
|
+20.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
2.140 |
| 1M High / 1M Low: |
2.240 |
1.520 |
| 6M High / 6M Low: |
2.970 |
1.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.59% |
| Volatility 6M: |
|
97.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
