BNP Paribas Put 120 DIS 21.03.202.../  DE000PC9TEQ7  /

Frankfurt Zert./BNP
2024-08-01  9:50:31 PM Chg.+0.100 Bid9:58:19 PM Ask9:58:19 PM Underlying Strike price Expiration date Option type
2.540EUR +4.10% 2.540
Bid Size: 32,000
2.560
Ask Size: 32,000
Walt Disney Co 120.00 USD 2025-03-21 Put
 

Master data

WKN: PC9TEQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2025-03-21
Issue date: 2024-05-14
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.48
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.43
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 2.43
Time value: 0.06
Break-even: 85.97
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 0.81%
Delta: -0.75
Theta: -0.01
Omega: -2.61
Rho: -0.57
 

Quote data

Open: 2.440
High: 2.570
Low: 2.430
Previous Close: 2.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.93%
1 Month  
+19.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.820 2.440
1M High / 1M Low: 2.820 2.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.618
Avg. volume 1W:   0.000
Avg. price 1M:   2.308
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -