BNP Paribas Put 105 DIS 20.12.2024
/ DE000PC23CS9
BNP Paribas Put 105 DIS 20.12.202.../ DE000PC23CS9 /
| 2024-10-10 8:50:34 PM |
Chg.+0.060 |
Bid8:51:26 PM |
Ask8:51:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+5.36% |
1.180
Bid Size: 71,000 |
1.190
Ask Size: 71,000 |
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: |
-7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
1.04 |
| Time value: |
0.11 |
| Break-even: |
84.46 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
-0.75 |
| Theta: |
-0.02 |
| Omega: |
-5.60 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.130 |
| High: |
1.190 |
| Low: |
1.120 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.51% |
| 1 Month |
|
|
-23.38% |
| 3 Months |
|
|
+16.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.020 |
| 1M High / 1M Low: |
1.560 |
0.940 |
| 6M High / 6M Low: |
1.780 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.34% |
| Volatility 6M: |
|
140.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
