BNP Paribas Put 115 DIS 20.12.2024
/ DE000PC9TD61
BNP Paribas Put 115 DIS 20.12.202.../ DE000PC9TD61 /
| 2024-08-01 9:50:32 PM |
Chg.+0.100 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
+5.05% |
2.080
Bid Size: 32,000 |
2.090
Ask Size: 32,000 |
Walt Disney Co |
115.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC9TD6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.97 |
| Time value: |
0.06 |
| Break-even: |
85.95 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-3.34 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.990 |
| High: |
2.120 |
| Low: |
1.990 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.86% |
| 1 Month |
|
|
+23.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
1.980 |
| 1M High / 1M Low: |
2.360 |
1.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
