BNP Paribas Put 10 WBD 15.01.2027
/ DE000PC6NJR3
BNP Paribas Put 10 WBD 15.01.2027/ DE000PC6NJR3 /
| 18/09/2024 19:20:49 |
Chg.-0.030 |
Bid19:32:33 |
Ask19:32:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.020EUR |
-0.98% |
3.010
Bid Size: 2,000 |
3.060
Ask Size: 2,000 |
Warner Brothers Disc... |
10.00 USD |
15/01/2027 |
Put |
Master data
| WKN: |
PC6NJR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 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: |
-2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.46 |
| Parity: |
1.39 |
| Time value: |
1.70 |
| Break-even: |
5.90 |
| Moneyness: |
1.18 |
| Premium: |
0.22 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
1.64% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-0.90 |
| Rho: |
-0.14 |
Quote data
| Open: |
3.040 |
| High: |
3.050 |
| Low: |
2.990 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.16% |
| 1 Month |
|
|
-11.18% |
| 3 Months |
|
|
-16.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.690 |
3.010 |
| 1M High / 1M Low: |
3.690 |
3.010 |
| 6M High / 6M Low: |
3.790 |
2.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.59% |
| Volatility 6M: |
|
48.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
