BNP Paribas Put 95 DIS 17.01.2025
/ DE000PC36S15
BNP Paribas Put 95 DIS 17.01.2025/ DE000PC36S15 /
2024-09-06 9:50:33 PM |
Chg.+0.040 |
Bid9:52:19 PM |
Ask9:52:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+4.82% |
0.870 Bid Size: 48,500 |
0.880 Ask Size: 48,500 |
Walt Disney Co |
95.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
PC36S1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-01-30 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.64 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
0.64 |
Time value: |
0.24 |
Break-even: |
76.90 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
-0.61 |
Theta: |
-0.01 |
Omega: |
-5.48 |
Rho: |
-0.21 |
Quote data
Open: |
0.810 |
High: |
0.880 |
Low: |
0.800 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.83% |
1 Month |
|
|
-16.35% |
3 Months |
|
|
+112.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.870 |
0.720 |
1M High / 1M Low: |
1.040 |
0.640 |
6M High / 6M Low: |
1.040 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.806 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.819 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.494 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.58% |
Volatility 6M: |
|
146.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |