BNP Paribas Call 46.67 WMT 16.01.2026
/ DE000PC1H714
BNP Paribas Call 46.67 WMT 16.01..../ DE000PC1H714 /
| 2024-06-04 9:14:24 AM |
Chg.-0.12 |
Bid12:35:26 PM |
Ask12:35:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.29EUR |
-1.87% |
6.32
Bid Size: 11,000 |
-
Ask Size: - |
Walmart Inc |
46.67 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1H71 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.67 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
5.27 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
5.27 |
| Time value: |
0.97 |
| Break-even: |
63.59 |
| Moneyness: |
1.41 |
| Premium: |
0.05 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.48% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
2.68 |
| Rho: |
0.57 |
Quote data
| Open: |
6.29 |
| High: |
6.29 |
| Low: |
6.29 |
| Previous Close: |
6.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.32% |
| 1 Month |
|
|
+27.85% |
| 3 Months |
|
|
+37.34% |
| YTD |
|
|
+99.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.41 |
6.07 |
| 1M High / 1M Low: |
6.41 |
4.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-06-03 |
6.41 |
| Low (YTD): |
2024-01-05 |
3.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
