BNP Paribas Put 10 WBD 17.01.2025
/ DE000PC6NJK8
BNP Paribas Put 10 WBD 17.01.2025/ DE000PC6NJK8 /
| 07/11/2024 20:21:08 |
Chg.-0.690 |
Bid20:29:14 |
Ask20:29:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-39.66% |
1.040
Bid Size: 2,885 |
1.080
Ask Size: 2,778 |
Warner Brothers Disc... |
10.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PC6NJK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
14/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.46 |
| Parity: |
1.51 |
| Time value: |
0.29 |
| Break-even: |
7.52 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
2.27% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-3.03 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.710 |
| High: |
1.710 |
| Low: |
0.870 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.31% |
| 1 Month |
|
|
-53.13% |
| 3 Months |
|
|
-54.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.740 |
| 1M High / 1M Low: |
2.560 |
1.740 |
| 6M High / 6M Low: |
3.070 |
1.730 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.213 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.79% |
| Volatility 6M: |
|
108.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
