BNP Paribas Put 120 DIS 20.09.2024
/ DE000PC5CZ50
BNP Paribas Put 120 DIS 20.09.202.../ DE000PC5CZ50 /
| 2024-07-08 8:32:34 AM |
Chg.+0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+2.97% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
120.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC5CZ5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
2.03 |
| Time value: |
0.06 |
| Break-even: |
89.95 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
-0.83 |
| Theta: |
-0.02 |
| Omega: |
-3.60 |
| Rho: |
-0.20 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.58% |
| 1 Month |
|
|
+19.54% |
| 3 Months |
|
|
+163.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.97 |
| 1M High / 1M Low: |
2.11 |
1.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
