BNP Paribas Put 11 WBD 15.01.2027
/ DE000PC9W6L7
BNP Paribas Put 11 WBD 15.01.2027/ DE000PC9W6L7 /
2024-09-20 9:50:42 PM |
Chg.0.000 |
Bid9:56:33 PM |
Ask9:56:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.670EUR |
0.00% |
3.710 Bid Size: 1,000 |
3.760 Ask Size: 1,000 |
Warner Brothers Disc... |
11.00 USD |
2027-01-15 |
Put |
Master data
WKN: |
PC9W6L |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Warner Brothers Discovery Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11.00 USD |
Maturity: |
2027-01-15 |
Issue date: |
2024-05-15 |
Last trading day: |
2027-01-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.14 |
Intrinsic value: |
2.33 |
Implied volatility: |
0.58 |
Historic volatility: |
0.46 |
Parity: |
2.33 |
Time value: |
1.36 |
Break-even: |
6.17 |
Moneyness: |
1.31 |
Premium: |
0.18 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
1.37% |
Delta: |
-0.41 |
Theta: |
0.00 |
Omega: |
-0.84 |
Rho: |
-0.16 |
Quote data
Open: |
3.660 |
High: |
3.710 |
Low: |
3.640 |
Previous Close: |
3.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.81% |
1 Month |
|
|
-4.68% |
3 Months |
|
|
-15.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.700 |
3.630 |
1M High / 1M Low: |
4.390 |
3.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.672 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.918 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |