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: |
|
- |
