BNP Paribas Call 105 DIS 16.01.2026
/ DE000PC1B295
BNP Paribas Call 105 DIS 16.01.20.../ DE000PC1B295 /
| 2024-11-15 9:50:26 PM |
Chg.+0.370 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+22.16% |
2.050
Bid Size: 30,500 |
2.080
Ask Size: 30,500 |
Walt Disney Co |
105.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1B29 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.39 |
| Time value: |
1.24 |
| Break-even: |
116.02 |
| Moneyness: |
1.04 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.16 |
| Rho: |
0.60 |
Quote data
| Open: |
1.560 |
| High: |
2.050 |
| Low: |
1.540 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+88.89% |
| 1 Month |
|
|
+104.00% |
| 3 Months |
|
|
+179.45% |
| YTD |
|
|
+83.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.190 |
| 1M High / 1M Low: |
2.040 |
0.930 |
| 6M High / 6M Low: |
2.040 |
0.610 |
| High (YTD): |
2024-04-02 |
3.120 |
| Low (YTD): |
2024-08-13 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.063 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.50% |
| Volatility 6M: |
|
102.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
