BNP Paribas Put 120 DIS 21.03.2025
/ DE000PC9TEQ7
BNP Paribas Put 120 DIS 21.03.202.../ DE000PC9TEQ7 /
| 8/1/2024 8:50:40 PM |
Chg.+0.130 |
Bid9:15:12 PM |
Ask9:15:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
+5.33% |
2.560
Bid Size: 64,000 |
2.580
Ask Size: 64,000 |
Walt Disney Co |
120.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/14/2024 |
| Last trading day: |
3/20/2025 |
| 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: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.87% |
| 1 Month |
|
|
+20.66% |
| 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: |
|
- |
