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BNP Paribas Call 18 WBA 21.06.202.../  DE000PN8ZYW9  /

Frankfurt Zert./BNP
2024-05-24  9:50:34 PM Chg.0.000 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 50,000		 0.041
Ask Size: 50,000		 Walgreens Boots Alli... 18.00 USD 2024-06-21 Call
 

Master data

WKN: PN8ZYW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 18.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.04
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.34
Parity: -0.18
Time value: 0.04
Break-even: 17.00
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 5.67
Spread abs.: 0.03
Spread %: 310.00%
Delta: 0.28
Theta: -0.02
Omega: 10.21
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.012
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -84.13%
1 Month
  -86.11%
3 Months
  -97.30%
YTD
  -98.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.010
1M High / 1M Low: 0.080 0.010
6M High / 6M Low: 0.820 0.010
High (YTD): 2024-01-02 0.820
Low (YTD): 2024-05-24 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   471.72%
Volatility 6M:   247.52%
Volatility 1Y:   -
Volatility 3Y:   -