BNP Paribas Put 11 WBD 15.01.2027
/ DE000PC9W6L7
BNP Paribas Put 11 WBD 15.01.2027/ DE000PC9W6L7 /
| 2024-06-19 8:22:12 AM |
Chg.+0.10 |
Bid11:09:06 AM |
Ask11:09:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.29EUR |
+2.39% |
4.27
Bid Size: 1,000 |
4.47
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: |
-1.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.45 |
| Parity: |
3.73 |
| Time value: |
0.65 |
| Break-even: |
5.86 |
| Moneyness: |
1.57 |
| Premium: |
0.10 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.15% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-0.71 |
| Rho: |
-0.19 |
Quote data
| Open: |
4.29 |
| High: |
4.29 |
| Low: |
4.29 |
| Previous Close: |
4.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.79% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.21 |
3.77 |
| 1M High / 1M Low: |
4.21 |
3.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
