BNP Paribas Put 115 DIS 21.03.2025
/ DE000PC9TEN4
BNP Paribas Put 115 DIS 21.03.202.../ DE000PC9TEN4 /
9/6/2024 8:13:12 AM |
Chg.+0.04 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.37EUR |
+1.72% |
- Bid Size: - |
- Ask Size: - |
Walt Disney Co |
115.00 USD |
3/21/2025 |
Put |
Master data
WKN: |
PC9TEN |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.44 |
Intrinsic value: |
2.44 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
2.44 |
Time value: |
0.02 |
Break-even: |
79.14 |
Moneyness: |
1.31 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
-0.79 |
Theta: |
-0.01 |
Omega: |
-2.56 |
Rho: |
-0.47 |
Quote data
Open: |
2.37 |
High: |
2.37 |
Low: |
2.37 |
Previous Close: |
2.33 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.95% |
1 Month |
|
|
+6.28% |
3 Months |
|
|
+59.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.39 |
2.26 |
1M High / 1M Low: |
2.66 |
2.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |