BNP Paribas Put 8 WBD 15.01.2027
/ DE000PC6NJQ5
BNP Paribas Put 8 WBD 15.01.2027/ DE000PC6NJQ5 /
| 19/06/2024 08:30:44 |
Chg.+0.08 |
Bid09:01:24 |
Ask09:01:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
+3.54% |
2.34
Bid Size: 1,283 |
2.51
Ask Size: 1,196 |
Warner Brothers Disc... |
8.00 USD |
15/01/2027 |
Put |
Master data
| WKN: |
PC6NJQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
14/03/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.45 |
| Parity: |
0.78 |
| Time value: |
1.56 |
| Break-even: |
5.11 |
| Moneyness: |
1.12 |
| Premium: |
0.23 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.05 |
| Spread %: |
2.18% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-0.96 |
| Rho: |
-0.12 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.00% |
| 1 Month |
|
|
+13.59% |
| 3 Months |
|
|
+13.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.00 |
| 1M High / 1M Low: |
2.28 |
1.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
