BNP Paribas Call 15 WBA 17.01.2025
/ DE000PC8GVM9
BNP Paribas Call 15 WBA 17.01.202.../ DE000PC8GVM9 /
| 2024-06-20 9:50:34 PM |
Chg.-0.010 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.260
Bid Size: 50,000 |
0.270
Ask Size: 50,000 |
Walgreens Boots Alli... |
15.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC8GVM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.36 |
| Parity: |
0.10 |
| Time value: |
0.19 |
| Break-even: |
16.86 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
3.45 |
| Rho: |
0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.04% |
| 1 Month |
|
|
-31.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.380 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.244 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
