BNP Paribas Put 11 WBD 16.01.2026
/ DE000PC9W6H5
BNP Paribas Put 11 WBD 16.01.2026/ DE000PC9W6H5 /
| 2024-06-18 4:35:21 PM |
Chg.-0.010 |
Bid4:40:09 PM |
Ask4:40:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.910EUR |
-0.26% |
3.900
Bid Size: 2,000 |
3.950
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: |
-1.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.58 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.45 |
| Parity: |
3.58 |
| Time value: |
0.39 |
| Break-even: |
6.27 |
| Moneyness: |
1.54 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.28% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-0.98 |
| Rho: |
-0.12 |
Quote data
| Open: |
3.860 |
| High: |
3.920 |
| Low: |
3.860 |
| Previous Close: |
3.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.37% |
| 1 Month |
|
|
+15.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
3.360 |
| 1M High / 1M Low: |
3.920 |
3.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.438 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
