BNP Paribas Put 9 WBD 15.01.2027/  DE000PC9W6K9  /

EUWAX
2024-06-14  8:21:58 AM Chg.+0.22 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.79EUR +8.56% -
Bid Size: -
-
Ask Size: -
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: -2.30
Leverage: Yes

Calculated values

Fair value: 2.54
Intrinsic value: 1.64
Implied volatility: 0.55
Historic volatility: 0.46
Parity: 1.64
Time value: 1.30
Break-even: 5.47
Moneyness: 1.24
Premium: 0.19
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 1.73%
Delta: -0.38
Theta: 0.00
Omega: -0.88
Rho: -0.14
 

Quote data

Open: 2.79
High: 2.79
Low: 2.79
Previous Close: 2.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month  
+7.31%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.79 2.50
1M High / 1M Low: 2.79 2.43
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.58
Avg. volume 1W:   0.00
Avg. price 1M:   2.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -