BNP Paribas Call 105 DIS 16.01.2026
/ DE000PC1B295
BNP Paribas Call 105 DIS 16.01.20.../ DE000PC1B295 /
| 8/2/2024 8:47:21 AM |
Chg.-0.090 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-8.82% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
105.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/7/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-1.41 |
| Time value: |
0.84 |
| Break-even: |
104.63 |
| Moneyness: |
0.85 |
| Premium: |
0.27 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
4.45 |
| Rho: |
0.42 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
-23.77% |
| 3 Months |
|
|
-60.43% |
| YTD |
|
|
-16.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.900 |
| 1M High / 1M Low: |
1.260 |
0.840 |
| 6M High / 6M Low: |
3.100 |
0.840 |
| High (YTD): |
4/3/2024 |
3.100 |
| Low (YTD): |
7/26/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.865 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.29% |
| Volatility 6M: |
|
92.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
