BNP Paribas Put 12 WBD 15.01.2027
/ DE000PC6NJS1
BNP Paribas Put 12 WBD 15.01.2027/ DE000PC6NJS1 /
| 2024-09-20 9:50:28 PM |
Chg.+0.010 |
Bid9:56:33 PM |
Ask9:56:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.340EUR |
+0.23% |
4.380
Bid Size: 1,000 |
4.430
Ask Size: 1,000 |
Warner Brothers Disc... |
12.00 USD |
2027-01-15 |
Put |
Master data
| WKN: |
PC6NJS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 USD |
| Maturity: |
2027-01-15 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2027-01-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.46 |
| Parity: |
3.23 |
| Time value: |
1.12 |
| Break-even: |
6.40 |
| Moneyness: |
1.43 |
| Premium: |
0.15 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.16% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-0.77 |
| Rho: |
-0.18 |
Quote data
| Open: |
4.320 |
| High: |
4.380 |
| Low: |
4.300 |
| Previous Close: |
4.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.69% |
| 1 Month |
|
|
-4.41% |
| 3 Months |
|
|
-14.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.370 |
4.280 |
| 1M High / 1M Low: |
5.130 |
4.280 |
| 6M High / 6M Low: |
5.280 |
4.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.603 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.63% |
| Volatility 6M: |
|
43.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
