BNP Paribas Call 8 WBD 15.01.2027
/ DE000PC571U8
BNP Paribas Call 8 WBD 15.01.2027/ DE000PC571U8 /
| 2024-09-20 9:32:37 AM |
Chg.-0.17 |
Bid6:46:57 PM |
Ask6:46:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
-5.76% |
2.79
Bid Size: 2,000 |
2.84
Ask Size: 2,000 |
Warner Brothers Disc... |
8.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
PC571U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2027-01-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.46 |
| Parity: |
0.36 |
| Time value: |
2.52 |
| Break-even: |
10.05 |
| Moneyness: |
1.05 |
| Premium: |
0.33 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
1.77% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
1.88 |
| Rho: |
0.06 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.30% |
| 1 Month |
|
|
+16.81% |
| 3 Months |
|
|
+14.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.37 |
| 1M High / 1M Low: |
2.95 |
2.03 |
| 6M High / 6M Low: |
3.66 |
1.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.47% |
| Volatility 6M: |
|
92.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
