BNP Paribas Put 8 WBD 20.12.2024
/ DE000PC9T8K0
BNP Paribas Put 8 WBD 20.12.2024/ DE000PC9T8K0 /
10/15/2024 9:50:30 PM |
Chg.-0.030 |
Bid9:59:22 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-3.45% |
0.830 Bid Size: 3,615 |
- Ask Size: - |
Warner Brothers Disc... |
8.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
PC9T8K |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Warner Brothers Discovery Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/14/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.58 |
Historic volatility: |
0.46 |
Parity: |
0.42 |
Time value: |
0.48 |
Break-even: |
6.43 |
Moneyness: |
1.06 |
Premium: |
0.07 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.04 |
Spread %: |
4.65% |
Delta: |
-0.54 |
Theta: |
0.00 |
Omega: |
-4.13 |
Rho: |
-0.01 |
Quote data
Open: |
0.860 |
High: |
0.870 |
Low: |
0.720 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.33% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
-7.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.790 |
1M High / 1M Low: |
0.880 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.850 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.706 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |