BNP Paribas Call 16 WBA 21.06.2024
/ DE000PC8GVK3
BNP Paribas Call 16 WBA 21.06.202.../ DE000PC8GVK3 /
| 2024-05-23 5:05:12 PM |
Chg.-0.015 |
Bid5:12:31 PM |
Ask5:12:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-16.67% |
0.077
Bid Size: 100,000 |
0.087
Ask Size: 100,000 |
Walgreens Boots Alli... |
16.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC8GVK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.34 |
| Parity: |
0.04 |
| Time value: |
0.06 |
| Break-even: |
15.78 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
9.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.075 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.29% |
| 1 Month |
|
|
-65.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.090 |
| 1M High / 1M Low: |
0.220 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
