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BNP Paribas Call 18 WBA 21.06.202.../  DE000PN8ZYW9  /

Frankfurt Zert./BNP
31/05/2024  21:50:38 Chg.+0.002 Bid21:54:10 Ask21:54:10 Underlying Strike price Expiration date Option type
0.014EUR +16.67% 0.014
Bid Size: 50,000		 0.088
Ask Size: 50,000		 Walgreens Boots Alli... 18.00 USD 21/06/2024 Call
 

Master data

WKN: PN8ZYW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 18.00 USD
Maturity: 21/06/2024
Issue date: 28/09/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.99
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.06
Historic volatility: 0.35
Parity: -0.16
Time value: 0.09
Break-even: 17.47
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 16.17
Spread abs.: 0.07
Spread %: 528.57%
Delta: 0.39
Theta: -0.04
Omega: 6.57
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.014
Low: 0.012
Previous Close: 0.012
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month
  -76.67%
3 Months
  -96.41%
YTD
  -98.27%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.002
1M High / 1M Low: 0.080 0.002
6M High / 6M Low: 0.820 0.002
High (YTD): 02/01/2024 0.820
Low (YTD): 29/05/2024 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,834.07%
Volatility 6M:   750.73%
Volatility 1Y:   -
Volatility 3Y:   -