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: |
|
- |
