BNP Paribas Put 90 DIS 20.06.2025
/ DE000PN7EGG6
BNP Paribas Put 90 DIS 20.06.2025/ DE000PN7EGG6 /
06/09/2024 08:38:41 |
Chg.+0.020 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+2.67% |
- Bid Size: - |
- Ask Size: - |
Walt Disney Co |
90.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
PN7EGG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
17/08/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.19 |
Time value: |
0.63 |
Break-even: |
72.99 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.23% |
Delta: |
-0.44 |
Theta: |
-0.01 |
Omega: |
-4.26 |
Rho: |
-0.34 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.750 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.45% |
1 Month |
|
|
-18.95% |
3 Months |
|
|
+67.39% |
YTD |
|
|
-14.44% |
1 Year |
|
|
-45.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.690 |
1M High / 1M Low: |
0.950 |
0.640 |
6M High / 6M Low: |
0.960 |
0.280 |
High (YTD): |
05/08/2024 |
0.960 |
Low (YTD): |
28/03/2024 |
0.280 |
52W High: |
04/10/2023 |
1.550 |
52W Low: |
28/03/2024 |
0.280 |
Avg. price 1W: |
|
0.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.766 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.511 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.728 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
85.72% |
Volatility 6M: |
|
125.03% |
Volatility 1Y: |
|
106.86% |
Volatility 3Y: |
|
- |