BNP Paribas Put 9 WBD 15.01.2027
/ DE000PC9W6K9
BNP Paribas Put 9 WBD 15.01.2027/ DE000PC9W6K9 /
2024-09-20 7:50:42 PM |
Chg.+0.020 |
Bid7:55:12 PM |
Ask7:55:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.490EUR |
+0.81% |
2.490 Bid Size: 2,000 |
2.540 Ask Size: 2,000 |
Warner Brothers Disc... |
9.00 USD |
2027-01-15 |
Put |
Master data
WKN: |
PC9W6K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Warner Brothers Discovery Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
9.00 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: |
-3.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.01 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.57 |
Historic volatility: |
0.46 |
Parity: |
0.54 |
Time value: |
1.95 |
Break-even: |
5.57 |
Moneyness: |
1.07 |
Premium: |
0.26 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.05 |
Spread %: |
2.05% |
Delta: |
-0.33 |
Theta: |
0.00 |
Omega: |
-0.99 |
Rho: |
-0.11 |
Quote data
Open: |
2.460 |
High: |
2.490 |
Low: |
2.440 |
Previous Close: |
2.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.40% |
1 Month |
|
|
-4.23% |
3 Months |
|
|
-15.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.500 |
2.440 |
1M High / 1M Low: |
3.020 |
2.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.653 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |