BNP Paribas Put 12 WBD 17.01.2025
/ DE000PC6NJL6
BNP Paribas Put 12 WBD 17.01.2025/ DE000PC6NJL6 /
| 2024-10-11 8:32:59 AM |
Chg.+0.16 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
+4.09% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
12.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC6NJL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.10 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.46 |
| Parity: |
4.10 |
| Time value: |
0.05 |
| Break-even: |
6.82 |
| Moneyness: |
1.60 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.97% |
| Delta: |
-0.86 |
| Theta: |
0.00 |
| Omega: |
-1.43 |
| Rho: |
-0.03 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
3.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
+1.75% |
| 3 Months |
|
|
-4.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.07 |
3.90 |
| 1M High / 1M Low: |
4.07 |
3.20 |
| 6M High / 6M Low: |
4.83 |
3.14 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.80% |
| Volatility 6M: |
|
80.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
