BNP Paribas Call 9 WBD 15.01.2027
/ DE000PC6NJG6
BNP Paribas Call 9 WBD 15.01.2027/ DE000PC6NJG6 /
| 2024-09-19 9:48:52 AM |
Chg.+0.09 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
9.00 USD |
2027-01-15 |
Call |
Master data
| WKN: |
PC6NJG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2027-01-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.46 |
| Parity: |
-0.52 |
| Time value: |
2.60 |
| Break-even: |
10.70 |
| Moneyness: |
0.94 |
| Premium: |
0.41 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
1.96% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
1.97 |
| Rho: |
0.06 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.48% |
| 1 Month |
|
|
+24.88% |
| 3 Months |
|
|
+23.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.08 |
| 1M High / 1M Low: |
2.61 |
1.74 |
| 6M High / 6M Low: |
3.32 |
1.67 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.07% |
| Volatility 6M: |
|
95.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
