BNP Paribas Put 110 DIS 20.09.2024
/ DE000PC36SZ2
BNP Paribas Put 110 DIS 20.09.202.../ DE000PC36SZ2 /
| 2024-08-01 10:06:49 AM |
Chg.+0.01 |
Bid4:41:59 PM |
Ask4:41:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+0.66% |
1.57
Bid Size: 62,000 |
1.58
Ask Size: 62,000 |
Walt Disney Co |
110.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC36SZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
1.51 |
| Time value: |
0.04 |
| Break-even: |
86.13 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
-0.85 |
| Theta: |
-0.02 |
| Omega: |
-4.72 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.30% |
| 1 Month |
|
|
+35.40% |
| 3 Months |
|
|
+168.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.52 |
| 1M High / 1M Low: |
1.89 |
1.13 |
| 6M High / 6M Low: |
1.89 |
0.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.67% |
| Volatility 6M: |
|
208.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
