BNP Paribas Put 95 DIS 17.01.2025
/ DE000PC36S15
BNP Paribas Put 95 DIS 17.01.2025/ DE000PC36S15 /
| 8/1/2024 10:06:49 AM |
Chg.0.000 |
Bid4:56:21 PM |
Ask4:56:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
0.00% |
0.700
Bid Size: 100,000 |
0.710
Ask Size: 100,000 |
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: |
-12.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.12 |
| Time value: |
0.57 |
| Break-even: |
80.87 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-5.69 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.24% |
| 1 Month |
|
|
+39.58% |
| 3 Months |
|
|
+103.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.670 |
| 1M High / 1M Low: |
0.870 |
0.470 |
| 6M High / 6M Low: |
0.870 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.27% |
| Volatility 6M: |
|
161.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
