BNP Paribas Put 10 WBD 16.01.2026/  DE000PC6NJN2  /

Frankfurt Zert./BNP
2024-06-14  9:50:30 PM Chg.+0.090 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
3.160EUR +2.93% 3.160
Bid Size: 1,000
3.210
Ask Size: 1,000
Warner Brothers Disc... 10.00 USD 2026-01-16 Put
 

Master data

WKN: PC6NJN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Warner Brothers Discovery Inc
Type: Warrant
Option type: Put
Strike price: 10.00 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: -2.11
Leverage: Yes

Calculated values

Fair value: 2.97
Intrinsic value: 2.58
Implied volatility: 0.53
Historic volatility: 0.46
Parity: 2.58
Time value: 0.63
Break-even: 6.13
Moneyness: 1.38
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.58%
Delta: -0.53
Theta: 0.00
Omega: -1.11
Rho: -0.11
 

Quote data

Open: 3.060
High: 3.160
Low: 3.060
Previous Close: 3.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.54%
1 Month  
+16.61%
3 Months  
+22.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.160 2.660
1M High / 1M Low: 3.160 2.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.868
Avg. volume 1W:   0.000
Avg. price 1M:   2.744
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -