BNP Paribas Put 11 WBD 16.01.2026
/ DE000PC9W6H5
BNP Paribas Put 11 WBD 16.01.2026/ DE000PC9W6H5 /
2024-09-20 8:50:26 PM |
Chg.+0.050 |
Bid2024-09-20 |
Ask2024-09-20 |
Underlying |
Strike price |
Expiration date |
Option type |
3.260EUR |
+1.56% |
3.260 Bid Size: 2,000 |
3.300 Ask Size: 2,000 |
Warner Brothers Disc... |
11.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
PC9W6H |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Warner Brothers Discovery Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-05-15 |
Last trading day: |
2026-01-15 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.86 |
Intrinsic value: |
2.33 |
Implied volatility: |
0.56 |
Historic volatility: |
0.46 |
Parity: |
2.33 |
Time value: |
0.89 |
Break-even: |
6.64 |
Moneyness: |
1.31 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
1.26% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-1.19 |
Rho: |
-0.09 |
Quote data
Open: |
3.210 |
High: |
3.260 |
Low: |
3.180 |
Previous Close: |
3.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.24% |
1 Month |
|
|
-6.05% |
3 Months |
|
|
-18.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.220 |
3.160 |
1M High / 1M Low: |
4.080 |
3.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.204 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |