BNP Paribas Put 11 WBD 19.12.2025
/ DE000PC9W6D4
BNP Paribas Put 11 WBD 19.12.2025/ DE000PC9W6D4 /
| 2024-07-05 8:21:53 AM |
Chg.+0.04 |
Bid12:50:17 PM |
Ask12:50:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.80EUR |
+1.06% |
3.79
Bid Size: 792 |
4.01
Ask Size: 749 |
Warner Brothers Disc... |
11.00 USD |
2025-12-19 |
Put |
Master data
| WKN: |
PC9W6D |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.45 |
| Parity: |
3.49 |
| Time value: |
0.44 |
| Break-even: |
6.25 |
| Moneyness: |
1.52 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.12 |
| Spread %: |
3.15% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-0.99 |
| Rho: |
-0.11 |
Quote data
| Open: |
3.80 |
| High: |
3.80 |
| Low: |
3.80 |
| Previous Close: |
3.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.06% |
| 1 Month |
|
|
+19.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
3.65 |
| 1M High / 1M Low: |
3.95 |
3.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
