BNP Paribas Put 11 WBD 16.01.2026
/ DE000PC9W6H5
BNP Paribas Put 11 WBD 16.01.2026/ DE000PC9W6H5 /
| 11/8/2024 12:56:59 PM |
Chg.-0.39 |
Bid6:15:27 PM |
Ask6:15:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
-12.66% |
2.85
Bid Size: 2,000 |
2.89
Ask Size: 2,000 |
Warner Brothers Disc... |
11.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
PC9W6H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/15/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.44 |
| Parity: |
1.51 |
| Time value: |
1.16 |
| Break-even: |
7.52 |
| Moneyness: |
1.17 |
| Premium: |
0.13 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
1.52% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-1.54 |
| Rho: |
-0.08 |
Quote data
| Open: |
2.67 |
| High: |
2.69 |
| Low: |
2.67 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.46% |
| 1 Month |
|
|
-23.80% |
| 3 Months |
|
|
-33.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
3.08 |
| 1M High / 1M Low: |
3.81 |
3.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
