BNP Paribas Put 11 WBD 15.01.2027
/ DE000PC9W6L7
BNP Paribas Put 11 WBD 15.01.2027/ DE000PC9W6L7 /
| 09/08/2024 15:35:26 |
Chg.-0.010 |
Bid15:49:41 |
Ask15:49:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.320EUR |
-0.23% |
4.350
Bid Size: 1,000 |
4.400
Ask Size: 1,000 |
Warner Brothers Disc... |
11.00 USD |
15/01/2027 |
Put |
Master data
| WKN: |
PC9W6L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 USD |
| Maturity: |
15/01/2027 |
| Issue date: |
15/05/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.45 |
| Parity: |
3.65 |
| Time value: |
0.75 |
| Break-even: |
5.68 |
| Moneyness: |
1.57 |
| Premium: |
0.12 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
1.15% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-0.69 |
| Rho: |
-0.18 |
Quote data
| Open: |
4.340 |
| High: |
4.350 |
| Low: |
4.320 |
| Previous Close: |
4.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.59% |
| 1 Month |
|
|
+5.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.330 |
3.770 |
| 1M High / 1M Low: |
4.330 |
3.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
