BNP Paribas Put 105 DIS 20.12.2024
/ DE000PC23CS9
BNP Paribas Put 105 DIS 20.12.202.../ DE000PC23CS9 /
| 2024-11-14 8:20:59 AM |
Chg.-0.120 |
Bid2024-11-14 |
Ask2024-11-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-21.05% |
0.450
Bid Size: 8,125 |
0.480
Ask Size: 8,125 |
Walt Disney Co |
105.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC23CS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.29 |
| Break-even: |
92.20 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.59 |
| Theta: |
-0.06 |
| Omega: |
-8.38 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.79% |
| 1 Month |
|
|
-56.31% |
| 3 Months |
|
|
-73.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.570 |
| 1M High / 1M Low: |
1.120 |
0.570 |
| 6M High / 6M Low: |
1.780 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.02% |
| Volatility 6M: |
|
119.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
