BNP Paribas Call 9 WBD 16.01.2026/  DE000PC6NJF8  /

Frankfurt Zert./BNP
2024-06-14  9:50:36 PM Chg.-0.030 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
1.440EUR -2.04% 1.440
Bid Size: 2,084
1.490
Ask Size: 2,014
Warner Brothers Disc... 9.00 USD 2026-01-16 Call
 

Master data

WKN: PC6NJF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Warner Brothers Discovery Inc
Type: Warrant
Option type: Call
Strike price: 9.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-14
Last trading day: 2026-01-15
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.54
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.46
Parity: -1.64
Time value: 1.49
Break-even: 9.90
Moneyness: 0.80
Premium: 0.46
Premium p.a.: 0.27
Spread abs.: 0.05
Spread %: 3.47%
Delta: 0.55
Theta: 0.00
Omega: 2.50
Rho: 0.04
 

Quote data

Open: 1.490
High: 1.490
Low: 1.430
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.15%
1 Month
  -29.06%
3 Months
  -37.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.870 1.440
1M High / 1M Low: 2.030 1.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.660
Avg. volume 1W:   0.000
Avg. price 1M:   1.836
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -