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BNP Paribas Put 90 DIS 20.12.2024/  DE000PN2K9B0  /

EUWAX
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:   -