BNP Paribas Put 110 DIS 21.03.2025
/ DE000PC9TEJ2
BNP Paribas Put 110 DIS 21.03.202.../ DE000PC9TEJ2 /
| 01/08/2024 08:11:21 |
Chg.-0.01 |
Bid20:37:46 |
Ask20:37:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-0.60% |
1.76
Bid Size: 75,000 |
1.77
Ask Size: 75,000 |
Walt Disney Co |
110.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
PC9TEJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.51 |
| Time value: |
0.17 |
| Break-even: |
84.83 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-3.45 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.51% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.66 |
| 1M High / 1M Low: |
1.97 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
