BNP Paribas Put 9 WBD 15.01.2027
/ DE000PC9W6K9
BNP Paribas Put 9 WBD 15.01.2027/ DE000PC9W6K9 /
| 2024-06-19 6:20:28 PM |
Chg.-0.020 |
Bid2024-06-19 |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
-0.68% |
2.930
Bid Size: 1,024 |
3.030
Ask Size: 991 |
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: |
-2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.45 |
| Parity: |
1.87 |
| Time value: |
1.14 |
| Break-even: |
5.37 |
| Moneyness: |
1.29 |
| Premium: |
0.17 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.69% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-0.86 |
| Rho: |
-0.14 |
Quote data
| Open: |
2.940 |
| High: |
2.940 |
| Low: |
2.910 |
| Previous Close: |
2.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.01% |
| 1 Month |
|
|
+11.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.950 |
2.570 |
| 1M High / 1M Low: |
2.950 |
2.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
