BNP Paribas Call 15 WBA 19.12.2025
/ DE000PC8GVN7
BNP Paribas Call 15 WBA 19.12.202.../ DE000PC8GVN7 /
| 5/22/2024 8:41:05 AM |
Chg.-0.060 |
Bid12:35:11 PM |
Ask12:35:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-12.24% |
0.430
Bid Size: 44,000 |
0.450
Ask Size: 44,000 |
Walgreens Boots Alli... |
15.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC8GVN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
0.15 |
| Time value: |
0.29 |
| Break-even: |
18.22 |
| Moneyness: |
1.11 |
| Premium: |
0.19 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
2.51 |
| Rho: |
0.10 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.31% |
| 1 Month |
|
|
-18.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.490 |
| 1M High / 1M Low: |
0.530 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
