BNP Paribas Call 16 WBD 15.01.2027
/ DE000PC571R4
BNP Paribas Call 16 WBD 15.01.202.../ DE000PC571R4 /
| 2024-06-19 8:20:45 AM |
Chg.+0.040 |
Bid8:25:20 AM |
Ask8:25:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+4.04% |
1.030
Bid Size: 2,913 |
1.200
Ask Size: 2,500 |
Warner Brothers Disc... |
16.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
PC571R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 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: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.45 |
| Parity: |
-8.23 |
| Time value: |
1.07 |
| Break-even: |
15.97 |
| Moneyness: |
0.45 |
| Premium: |
1.40 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
4.90% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
2.39 |
| Rho: |
0.04 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.030 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.45% |
| 1 Month |
|
|
-22.56% |
| 3 Months |
|
|
-35.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.990 |
| 1M High / 1M Low: |
1.380 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
