BNP Paribas Put 95 DIS 17.01.2025
/ DE000PC36S15
BNP Paribas Put 95 DIS 17.01.2025/ DE000PC36S15 /
| 11/14/2024 9:50:33 AM |
Chg.-0.080 |
Bid11/14/2024 |
Ask11/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-38.10% |
0.130
Bid Size: 25,000 |
-
Ask Size: - |
Walt Disney Co |
95.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
1/30/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.56 |
| Time value: |
0.27 |
| Break-even: |
86.78 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.29 |
| Theta: |
-0.03 |
| Omega: |
-10.37 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.130 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.06% |
| 1 Month |
|
|
-72.92% |
| 3 Months |
|
|
-86.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.210 |
| 1M High / 1M Low: |
0.540 |
0.210 |
| 6M High / 6M Low: |
1.040 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.94% |
| Volatility 6M: |
|
146.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
