BNP Paribas Put 10 WBD 15.01.2027
/ DE000PC6NJR3
BNP Paribas Put 10 WBD 15.01.2027/ DE000PC6NJR3 /
| 20/09/2024 08:32:26 |
Chg.+0.04 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
+1.33% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
10.00 USD |
15/01/2027 |
Put |
Master data
| WKN: |
PC6NJR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
14/03/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.46 |
| Parity: |
1.43 |
| Time value: |
1.64 |
| Break-even: |
5.89 |
| Moneyness: |
1.19 |
| Premium: |
0.22 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.66% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-0.91 |
| Rho: |
-0.14 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
3.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
-7.01% |
| 3 Months |
|
|
-15.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.40 |
3.01 |
| 1M High / 1M Low: |
3.69 |
3.01 |
| 6M High / 6M Low: |
3.79 |
2.88 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.55% |
| Volatility 6M: |
|
50.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
