BNP Paribas Put 130 DIS 20.06.2025
/ DE000PC5CZ92
BNP Paribas Put 130 DIS 20.06.202.../ DE000PC5CZ92 /
| 01/08/2024 08:32:32 |
Chg.0.00 |
Bid21:09:57 |
Ask21:09:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
0.00% |
3.46
Bid Size: 61,000 |
3.48
Ask Size: 61,000 |
Walt Disney Co |
130.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
PC5CZ9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
3.35 |
| Time value: |
0.03 |
| Break-even: |
86.31 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
-0.74 |
| Theta: |
-0.01 |
| Omega: |
-1.90 |
| Rho: |
-0.87 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.99% |
| 1 Month |
|
|
+14.78% |
| 3 Months |
|
|
+62.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.73 |
3.34 |
| 1M High / 1M Low: |
3.73 |
2.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
