BNP Paribas Call 58 WMT 17.01.2025
/ DE000PC6NG75
BNP Paribas Call 58 WMT 17.01.202.../ DE000PC6NG75 /
| 2024-06-04 9:50:31 PM |
Chg.+0.070 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+7.37% |
1.020
Bid Size: 37,000 |
1.040
Ask Size: 37,000 |
Walmart Inc |
58.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC6NG7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.72 |
| Time value: |
0.26 |
| Break-even: |
62.98 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.96 |
| Rho: |
0.24 |
Quote data
| Open: |
0.960 |
| High: |
1.030 |
| Low: |
0.950 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+82.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.890 |
| 1M High / 1M Low: |
0.980 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
