BNP Paribas Put 105 DIS 17.01.2025
/ DE000PC36S23
BNP Paribas Put 105 DIS 17.01.202.../ DE000PC36S23 /
| 2024-08-01 10:06:49 AM |
Chg.0.00 |
Bid5:57:27 PM |
Ask5:57:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
0.00% |
1.32
Bid Size: 81,000 |
1.33
Ask Size: 81,000 |
Walt Disney Co |
105.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC36S2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.04 |
| Time value: |
0.23 |
| Break-even: |
84.31 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-4.39 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+32.98% |
| 3 Months |
|
|
+108.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.25 |
| 1M High / 1M Low: |
1.54 |
0.94 |
| 6M High / 6M Low: |
1.54 |
0.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.74% |
| Volatility 6M: |
|
152.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
