BNP Paribas Call 22 WBA 19.12.2025
/ DE000PC1LE74
BNP Paribas Call 22 WBA 19.12.202.../ DE000PC1LE74 /
2024-05-07 10:50:34 AM |
Chg.+0.010 |
Bid2024-05-07 |
Ask2024-05-07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+5.00% |
0.210 Bid Size: 37,000 |
0.230 Ask Size: 37,000 |
Walgreens Boots Alli... |
22.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC1LE7 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walgreens Boots Alliance Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.34 |
Parity: |
-0.44 |
Time value: |
0.22 |
Break-even: |
22.63 |
Moneyness: |
0.78 |
Premium: |
0.41 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
10.00% |
Delta: |
0.46 |
Theta: |
0.00 |
Omega: |
3.37 |
Rho: |
0.08 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
-32.26% |
3 Months |
|
|
-58.82% |
YTD |
|
|
-71.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.200 |
1M High / 1M Low: |
0.300 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-02 |
0.730 |
Low (YTD): |
2024-05-06 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.243 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |