BNP Paribas Put 105 DIS 17.01.2025
/ DE000PC36S23
BNP Paribas Put 105 DIS 17.01.202.../ DE000PC36S23 /
| 15/11/2024 09:47:36 |
Chg.-0.290 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-56.86% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
105.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
30/01/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
-0.39 |
| Time value: |
0.21 |
| Break-even: |
97.62 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.31 |
| Theta: |
-0.03 |
| Omega: |
-15.23 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.15% |
| 1 Month |
|
|
-80.53% |
| 3 Months |
|
|
-85.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.220 |
| 1M High / 1M Low: |
1.130 |
0.220 |
| 6M High / 6M Low: |
1.790 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.18% |
| Volatility 6M: |
|
144.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
