BNP Paribas Put 9 WBD 17.01.2025
/ DE000PC6NJJ0
BNP Paribas Put 9 WBD 17.01.2025/ DE000PC6NJJ0 /
| 2024-07-12 5:35:13 PM |
Chg.-0.070 |
Bid2024-07-12 |
Ask2024-07-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-3.78% |
1.780
Bid Size: 2,000 |
1.820
Ask Size: 2,000 |
Warner Brothers Disc... |
9.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC6NJJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.00 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: |
-3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.44 |
| Parity: |
1.49 |
| Time value: |
0.38 |
| Break-even: |
6.41 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
2.19% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-2.26 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.810 |
| High: |
1.810 |
| Low: |
1.750 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.72% |
| 1 Month |
|
|
+9.20% |
| 3 Months |
|
|
+8.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.850 |
| 1M High / 1M Low: |
2.110 |
1.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
