BNP Paribas Call 60 WMT 21.06.2024
/ DE000PC6NGK4
BNP Paribas Call 60 WMT 21.06.202.../ DE000PC6NGK4 /
| 2024-06-04 6:05:20 PM |
Chg.+0.040 |
Bid2024-06-04 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+7.41% |
0.580
Bid Size: 66,000 |
-
Ask Size: - |
Walmart Inc |
60.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC6NGK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
0.53 |
| Time value: |
0.04 |
| Break-even: |
60.71 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
9.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.550 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+241.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.570 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
751.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
