BNP Paribas Put 9 WBD 17.01.2025
/ DE000PC6NJJ0
BNP Paribas Put 9 WBD 17.01.2025/ DE000PC6NJJ0 /
| 9/13/2024 9:50:28 PM |
Chg.-0.400 |
Bid9:58:17 PM |
Ask9:58:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-24.69% |
1.200
Bid Size: 2,500 |
1.280
Ask Size: 2,344 |
Warner Brothers Disc... |
9.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
3/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.45 |
| Parity: |
1.21 |
| Time value: |
0.43 |
| Break-even: |
6.48 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
2.50% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-2.58 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.190 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.76% |
| 1 Month |
|
|
-40.20% |
| 3 Months |
|
|
-38.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.220 |
| 1M High / 1M Low: |
2.060 |
1.220 |
| 6M High / 6M Low: |
2.250 |
1.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.640 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.09% |
| Volatility 6M: |
|
125.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
