BNP Paribas Put 9 WBD 20.06.2025
/ DE000PC9W559
BNP Paribas Put 9 WBD 20.06.2025/ DE000PC9W559 /
10/15/2024 9:50:34 PM |
Chg.-0.030 |
Bid9:59:22 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.900EUR |
-1.55% |
1.890 Bid Size: 1,588 |
- Ask Size: - |
Warner Brothers Disc... |
9.00 USD |
6/20/2025 |
Put |
Master data
WKN: |
PC9W55 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Warner Brothers Discovery Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
9.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.80 |
Intrinsic value: |
1.34 |
Implied volatility: |
0.53 |
Historic volatility: |
0.46 |
Parity: |
1.34 |
Time value: |
0.62 |
Break-even: |
6.29 |
Moneyness: |
1.19 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
2.08% |
Delta: |
-0.55 |
Theta: |
0.00 |
Omega: |
-1.95 |
Rho: |
-0.04 |
Quote data
Open: |
1.930 |
High: |
1.930 |
Low: |
1.770 |
Previous Close: |
1.930 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.26% |
1 Month |
|
|
+17.28% |
3 Months |
|
|
-8.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.950 |
1.840 |
1M High / 1M Low: |
1.950 |
1.550 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.898 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.711 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |