BNP Paribas Call 20 WBA 16.01.2026
/ DE000PC1LFB0
BNP Paribas Call 20 WBA 16.01.202.../ DE000PC1LFB0 /
| 10/06/2024 09:17:13 |
Chg.0.000 |
Bid16:49:43 |
Ask16:49:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
0.00% |
0.230
Bid Size: 82,000 |
0.250
Ask Size: 82,000 |
Walgreens Boots Alli... |
20.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LFB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.35 |
| Parity: |
-0.39 |
| Time value: |
0.25 |
| Break-even: |
21.05 |
| Moneyness: |
0.79 |
| Premium: |
0.43 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.50 |
| Theta: |
0.00 |
| Omega: |
2.94 |
| Rho: |
0.08 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
-52.08% |
| YTD |
|
|
-72.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.230 |
| 1M High / 1M Low: |
0.320 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
0.850 |
| Low (YTD): |
30/05/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
