BNP Paribas Put 85 DIS 17.01.2025
/ DE000PC36S07
BNP Paribas Put 85 DIS 17.01.2025/ DE000PC36S07 /
| 2024-08-01 10:06:49 AM |
Chg.0.000 |
Bid5:35:15 PM |
Ask5:35:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
0.320
Bid Size: 100,000 |
0.330
Ask Size: 100,000 |
Walt Disney Co |
85.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
PC36S0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.80 |
| Time value: |
0.32 |
| Break-even: |
75.33 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-7.01 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
+76.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.300 |
| 1M High / 1M Low: |
0.410 |
0.200 |
| 6M High / 6M Low: |
0.430 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.202 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.24% |
| Volatility 6M: |
|
171.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
