BNP Paribas Put 100 DIS 21.03.2025
/ DE000PC9TEE3
BNP Paribas Put 100 DIS 21.03.202.../ DE000PC9TEE3 /
| 2024-11-14 8:20:51 AM |
Chg.-0.080 |
Bid2024-11-14 |
Ask2024-11-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-15.38% |
0.440
Bid Size: 12,500 |
0.470
Ask Size: 12,500 |
Walt Disney Co |
100.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
PC9TEE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.26 |
| Time value: |
0.52 |
| Break-even: |
89.44 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
-0.38 |
| Theta: |
-0.02 |
| Omega: |
-7.15 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.31% |
| 1 Month |
|
|
-48.24% |
| 3 Months |
|
|
-68.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.520 |
| 1M High / 1M Low: |
0.920 |
0.520 |
| 6M High / 6M Low: |
1.450 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.31% |
| Volatility 6M: |
|
107.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
