BNP Paribas Call 7 WBD 15.01.2027
/ DE000PC618C5
BNP Paribas Call 7 WBD 15.01.2027/ DE000PC618C5 /
| 2024-06-18 8:59:06 AM |
Chg.+0.02 |
Bid9:40:35 PM |
Ask9:40:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
+0.72% |
2.66
Bid Size: 2,000 |
2.71
Ask Size: 2,000 |
Warner Brothers Disc... |
7.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
PC618C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2027-01-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.45 |
| Parity: |
0.15 |
| Time value: |
2.65 |
| Break-even: |
9.32 |
| Moneyness: |
1.02 |
| Premium: |
0.40 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
1.82% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
1.74 |
| Rho: |
0.05 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.35% |
| 1 Month |
|
|
-19.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
2.79 |
| 1M High / 1M Low: |
3.50 |
2.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
