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BNP Paribas Put 90 DIS 17.01.2025/  DE000PN2K9C8  /

EUWAX
10/10/2024  12:59:32 Chg.-0.060 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.340EUR -15.00% -
Bid Size: -		 -
Ask Size: -		 Walt Disney Co 90.00 USD 17/01/2025 Put
 

Master data

WKN: PN2K9C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 17/01/2025
Issue date: 26/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.76
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.33
Time value: 0.36
Break-even: 78.66
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.86%
Delta: -0.35
Theta: -0.02
Omega: -8.38
Rho: -0.09
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.35%
3 Months
  -2.86%
YTD
  -55.26%
1 Year
  -69.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.310
1M High / 1M Low: 0.580 0.280
6M High / 6M Low: 0.790 0.160
High (YTD): 05/08/2024 0.790
Low (YTD): 07/05/2024 0.160
52W High: 27/10/2023 1.420
52W Low: 07/05/2024 0.160
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   0.502
Avg. volume 1Y:   0.000
Volatility 1M:   165.28%
Volatility 6M:   189.38%
Volatility 1Y:   153.83%
Volatility 3Y:   -