BNP Paribas Call 15 WBA 19.12.2025
/ DE000PC8GVN7
BNP Paribas Call 15 WBA 19.12.202.../ DE000PC8GVN7 /
| 2024-05-17 9:50:42 PM |
Chg.-0.010 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-1.96% |
0.500
Bid Size: 39,000 |
0.520
Ask Size: 39,000 |
Walgreens Boots Alli... |
15.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC8GVN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
0.31 |
| Time value: |
0.22 |
| Break-even: |
19.10 |
| Moneyness: |
1.22 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
3.92% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
2.48 |
| Rho: |
0.13 |
Quote data
| Open: |
0.510 |
| High: |
0.520 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.480 |
| 1M High / 1M Low: |
0.520 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
