BNP Paribas Put 8 WBD 17.01.2025
/ DE000PC6NJH4
BNP Paribas Put 8 WBD 17.01.2025/ DE000PC6NJH4 /
| 2024-07-25 8:29:11 AM |
Chg.+0.100 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+12.82% |
-
Bid Size: - |
-
Ask Size: - |
Warner Brothers Disc... |
8.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC6NJH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 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: |
-9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.45 |
| Parity: |
-0.43 |
| Time value: |
0.86 |
| Break-even: |
6.52 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
4.88% |
| Delta: |
-0.35 |
| Theta: |
0.00 |
| Omega: |
-3.18 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.39% |
| 1 Month |
|
|
-30.71% |
| 3 Months |
|
|
-18.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.780 |
| 1M High / 1M Low: |
1.350 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
