BNP Paribas Put 115 DIS 17.01.2025
/ DE000PC9TD87
BNP Paribas Put 115 DIS 17.01.202.../ DE000PC9TD87 /
| 8/1/2024 8:21:08 PM |
Chg.+0.110 |
Bid8:37:22 PM |
Ask8:37:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
+5.50% |
2.120
Bid Size: 65,000 |
2.130
Ask Size: 65,000 |
Walt Disney Co |
115.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
PC9TD8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.97 |
| Time value: |
0.07 |
| Break-even: |
85.85 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-3.23 |
| Rho: |
-0.40 |
Quote data
| Open: |
2.000 |
| High: |
2.130 |
| Low: |
2.000 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.97% |
| 1 Month |
|
|
+24.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
2.000 |
| 1M High / 1M Low: |
2.370 |
1.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
