BNP Paribas Put 110 DIS 20.06.2025
/ DE000PC36S31
BNP Paribas Put 110 DIS 20.06.202.../ DE000PC36S31 /
| 8/1/2024 5:05:21 PM |
Chg.+0.060 |
Bid5:13:42 PM |
Ask5:13:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
+3.51% |
1.780
Bid Size: 80,000 |
1.790
Ask Size: 80,000 |
Walt Disney Co |
110.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
PC36S3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.51 |
| Time value: |
0.23 |
| Break-even: |
84.23 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-3.10 |
| Rho: |
-0.63 |
Quote data
| Open: |
1.710 |
| High: |
1.770 |
| Low: |
1.710 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.38% |
| 1 Month |
|
|
+20.41% |
| 3 Months |
|
|
+75.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.710 |
| 1M High / 1M Low: |
2.020 |
1.400 |
| 6M High / 6M Low: |
2.020 |
0.700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.83% |
| Volatility 6M: |
|
99.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
