BNP Paribas Call 53.33 WMT 21.06.2024
/ DE000PE9C0B1
BNP Paribas Call 53.33 WMT 21.06..../ DE000PE9C0B1 /
| 5/24/2024 9:32:20 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
53.33 - |
6/21/2024 |
Call |
Master data
| WKN: |
PE9C0B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.33 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/17/2023 |
| Last trading day: |
5/27/2024 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
1.58 |
| Historic volatility: |
0.15 |
| Parity: |
2.30 |
| Time value: |
1.09 |
| Break-even: |
64.63 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
4.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.24 |
| Omega: |
3.93 |
| Rho: |
0.01 |
Quote data
| Open: |
3.28 |
| High: |
3.28 |
| Low: |
3.28 |
| Previous Close: |
3.38 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+53.27% |
| 3 Months |
|
|
+47.75% |
| YTD |
|
|
+325.97% |
| 1 Year |
|
|
+228.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.38 |
1.92 |
| 6M High / 6M Low: |
3.38 |
0.51 |
| High (YTD): |
5/23/2024 |
3.38 |
| Low (YTD): |
1/5/2024 |
0.69 |
| 52W High: |
5/23/2024 |
3.38 |
| 52W Low: |
12/11/2023 |
0.51 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
92.62 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
21.12 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
9.83 |
| Volatility 1M: |
|
188.68% |
| Volatility 6M: |
|
130.19% |
| Volatility 1Y: |
|
127.39% |
| Volatility 3Y: |
|
- |
