BNP Paribas Put 9 WBD 20.12.2024
/ DE000PC9T8L8
BNP Paribas Put 9 WBD 20.12.2024/ DE000PC9T8L8 /
| 2024-07-26 8:11:25 AM |
Chg.+0.09 |
Bid12:16:06 PM |
Ask12:16:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
+6.72% |
1.43
Bid Size: 2,098 |
1.57
Ask Size: 1,911 |
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: |
-4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.45 |
| Parity: |
0.93 |
| Time value: |
0.60 |
| Break-even: |
6.76 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
2.68% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-2.65 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.60% |
| 1 Month |
|
|
-24.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.18 |
| 1M High / 1M Low: |
1.98 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
