BNP Paribas Put 110 DIS 19.12.2025
/ DE000PC36S49
BNP Paribas Put 110 DIS 19.12.202.../ DE000PC36S49 /
| 11/13/2024 9:50:43 PM |
Chg.-0.090 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-6.21% |
1.340
Bid Size: 49,000 |
1.350
Ask Size: 49,000 |
Walt Disney Co |
110.00 USD |
12/19/2025 |
Put |
Master data
| WKN: |
PC36S4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.85 |
| Time value: |
0.59 |
| Break-even: |
89.21 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-3.36 |
| Rho: |
-0.69 |
Quote data
| Open: |
1.440 |
| High: |
1.460 |
| Low: |
1.340 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-22.29% |
| 3 Months |
|
|
-40.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.360 |
| 1M High / 1M Low: |
1.820 |
1.360 |
| 6M High / 6M Low: |
2.350 |
1.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.66% |
| Volatility 6M: |
|
63.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
