BNP Paribas Put 95 DIS 21.06.2024
/ DE000PN2K9A2
BNP Paribas Put 95 DIS 21.06.2024/ DE000PN2K9A2 /
2024-06-07 9:50:22 PM |
Chg.-0.006 |
Bid9:55:15 PM |
Ask9:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
-75.00% |
0.002 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
Walt Disney Co |
95.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
PN2K9A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-04-26 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-103.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.24 |
Parity: |
-0.61 |
Time value: |
0.09 |
Break-even: |
87.04 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
6.44 |
Spread abs.: |
0.09 |
Spread %: |
4,450.00% |
Delta: |
-0.20 |
Theta: |
-0.08 |
Omega: |
-20.47 |
Rho: |
-0.01 |
Quote data
Open: |
0.004 |
High: |
0.007 |
Low: |
0.001 |
Previous Close: |
0.008 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-75.00% |
1 Month |
|
|
-92.86% |
3 Months |
|
|
-98.18% |
YTD |
|
|
-99.73% |
1 Year |
|
|
-99.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.013 |
0.002 |
1M High / 1M Low: |
0.033 |
0.002 |
6M High / 6M Low: |
0.810 |
0.002 |
High (YTD): |
2024-01-10 |
0.810 |
Low (YTD): |
2024-06-07 |
0.002 |
52W High: |
2023-10-27 |
1.610 |
52W Low: |
2024-06-07 |
0.002 |
Avg. price 1W: |
|
0.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.248 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.699 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
705.42% |
Volatility 6M: |
|
385.60% |
Volatility 1Y: |
|
281.61% |
Volatility 3Y: |
|
- |