BNP Paribas Call 15 WBA 19.12.202.../  DE000PC8GVN7  /

EUWAX
14/06/2024  08:40:20 Chg.-0.010 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.360EUR -2.70% -
Bid Size: -
-
Ask Size: -
Walgreens Boots Alli... 15.00 USD 19/12/2025 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: 19/12/2025
Issue date: 17/04/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.05
Implied volatility: 0.48
Historic volatility: 0.35
Parity: 0.05
Time value: 0.34
Break-even: 17.91
Moneyness: 1.04
Premium: 0.23
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.41%
Delta: 0.67
Theta: 0.00
Omega: 2.51
Rho: 0.09
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -30.77%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.520 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.412
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -