BNP Paribas Put 90 DIS 20.09.2024
/ DE000PC1B3E2
BNP Paribas Put 90 DIS 20.09.2024/ DE000PC1B3E2 /
| 2024-06-03 7:20:46 PM |
Chg.+0.010 |
Bid7:30:22 PM |
Ask7:30:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+11.11% |
0.100
Bid Size: 100,000 |
0.110
Ask Size: 100,000 |
Walt Disney Co |
90.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
PC1B3E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-97.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-1.28 |
| Time value: |
0.10 |
| Break-even: |
81.95 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-12.70 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.084 |
| High: |
0.110 |
| Low: |
0.080 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+13.64% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-84.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.140 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-10 |
0.670 |
| Low (YTD): |
2024-03-28 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
353.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
