BNP Paribas Call 7 WBD 15.01.2027
/ DE000PC618C5
BNP Paribas Call 7 WBD 15.01.2027/ DE000PC618C5 /
| 2024-09-20 8:58:10 AM |
Chg.-0.21 |
Bid2:31:32 PM |
Ask2:31:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
-6.29% |
3.15
Bid Size: 1,000 |
3.30
Ask Size: 1,000 |
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: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.46 |
| Parity: |
1.25 |
| Time value: |
2.01 |
| Break-even: |
9.53 |
| Moneyness: |
1.20 |
| Premium: |
0.27 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
1.56% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
1.78 |
| Rho: |
0.06 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
3.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.36% |
| 1 Month |
|
|
+15.07% |
| 3 Months |
|
|
+13.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.69 |
| 1M High / 1M Low: |
3.34 |
2.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
