BNP Paribas Call 14 WBA 17.01.2025
/ DE000PC9T779
BNP Paribas Call 14 WBA 17.01.202.../ DE000PC9T779 /
| 2024-06-20 9:50:39 PM |
Chg.-0.020 |
Bid9:54:17 PM |
Ask9:54:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-6.06% |
0.310
Bid Size: 46,000 |
0.320
Ask Size: 46,000 |
Walgreens Boots Alli... |
14.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC9T77 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.36 |
| Parity: |
0.20 |
| Time value: |
0.15 |
| Break-even: |
16.53 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.11 |
| Rho: |
0.04 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
-29.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.440 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
