BNP Paribas Put 9 WBD 20.12.2024
/ DE000PC9T8L8
BNP Paribas Put 9 WBD 20.12.2024/ DE000PC9T8L8 /
| 2024-07-12 4:05:28 PM |
Chg.-0.050 |
Bid4:09:45 PM |
Ask4:09:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-2.78% |
1.740
Bid Size: 2,000 |
1.780
Ask Size: 2,000 |
Warner Brothers Disc... |
9.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC9T8L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.44 |
| Parity: |
1.49 |
| Time value: |
0.34 |
| Break-even: |
6.45 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.23% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-2.38 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.760 |
| High: |
1.770 |
| Low: |
1.700 |
| Previous Close: |
1.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
+11.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.800 |
| 1M High / 1M Low: |
2.070 |
1.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
