BNP Paribas Put 90 DIS 20.12.2024
/ DE000PN2K9B0
BNP Paribas Put 90 DIS 20.12.2024/ DE000PN2K9B0 /
9/6/2024 8:41:03 AM |
Chg.+0.020 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+4.08% |
- Bid Size: - |
- Ask Size: - |
Walt Disney Co |
90.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
PN2K9B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/26/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.19 |
Time value: |
0.38 |
Break-even: |
75.49 |
Moneyness: |
1.02 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
-0.50 |
Theta: |
-0.02 |
Omega: |
-6.95 |
Rho: |
-0.13 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.33% |
1 Month |
|
|
-29.17% |
3 Months |
|
|
+96.15% |
YTD |
|
|
-31.08% |
1 Year |
|
|
-60.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.430 |
1M High / 1M Low: |
0.720 |
0.380 |
6M High / 6M Low: |
0.730 |
0.140 |
High (YTD): |
1/17/2024 |
0.760 |
Low (YTD): |
5/7/2024 |
0.140 |
52W High: |
10/4/2023 |
1.430 |
52W Low: |
5/7/2024 |
0.140 |
Avg. price 1W: |
|
0.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.513 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.309 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.550 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.13% |
Volatility 6M: |
|
194.40% |
Volatility 1Y: |
|
156.63% |
Volatility 3Y: |
|
- |