BNP Paribas Put 105 DIS 20.12.2024
/ DE000PC23CS9
BNP Paribas Put 105 DIS 20.12.202.../ DE000PC23CS9 /
| 2024-07-08 8:55:01 AM |
Chg.+0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+3.19% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-9.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.65 |
| Time value: |
0.33 |
| Break-even: |
87.19 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-5.28 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.59% |
| 1 Month |
|
|
+22.78% |
| 3 Months |
|
|
+125.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.910 |
| 1M High / 1M Low: |
0.980 |
0.740 |
| 6M High / 6M Low: |
1.580 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.834 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.773 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.02% |
| Volatility 6M: |
|
153.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
