BNP Paribas Put 110 DIS 20.06.2025
/ DE000PC36S31
BNP Paribas Put 110 DIS 20.06.202.../ DE000PC36S31 /
06/09/2024 21:50:32 |
Chg.+0.050 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
2.060EUR |
+2.49% |
2.060 Bid Size: 37,500 |
2.080 Ask Size: 37,500 |
Walt Disney Co |
110.00 USD |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
30/01/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.99 |
Intrinsic value: |
1.99 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
1.99 |
Time value: |
0.09 |
Break-even: |
78.43 |
Moneyness: |
1.25 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.02 |
Spread %: |
0.97% |
Delta: |
-0.71 |
Theta: |
-0.01 |
Omega: |
-2.70 |
Rho: |
-0.60 |
Quote data
Open: |
1.990 |
High: |
2.080 |
Low: |
1.960 |
Previous Close: |
2.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.99% |
1 Month |
|
|
-8.44% |
3 Months |
|
|
+62.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.060 |
1.880 |
1M High / 1M Low: |
2.260 |
1.770 |
6M High / 6M Low: |
2.260 |
0.700 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.986 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.993 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.357 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.71% |
Volatility 6M: |
|
91.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |