BNP Paribas Call 12 WBD 15.01.2027
/ DE000PC571S2
BNP Paribas Call 12 WBD 15.01.202.../ DE000PC571S2 /
| 2024-06-19 11:50:39 AM |
Chg.+0.030 |
Bid2024-06-19 |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+2.05% |
1.490
Bid Size: 2,014 |
1.690
Ask Size: 1,776 |
Warner Brothers Disc... |
12.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
PC571S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 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: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.45 |
| Parity: |
-4.67 |
| Time value: |
1.50 |
| Break-even: |
12.67 |
| Moneyness: |
0.58 |
| Premium: |
0.95 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.05 |
| Spread %: |
3.45% |
| Delta: |
0.50 |
| Theta: |
0.00 |
| Omega: |
2.17 |
| Rho: |
0.05 |
Quote data
| Open: |
1.510 |
| High: |
1.520 |
| Low: |
1.490 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.82% |
| 1 Month |
|
|
-23.20% |
| 3 Months |
|
|
-34.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.460 |
| 1M High / 1M Low: |
2.010 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
