BNP Paribas Call 112 DIS 17.01.2025
/ DE000PC36SV1
BNP Paribas Call 112 DIS 17.01.20.../ DE000PC36SV1 /
| 9/6/2024 9:50:32 PM |
Chg.+0.002 |
Bid9:57:25 PM |
Ask9:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
+2.63% |
0.075
Bid Size: 50,000 |
0.091
Ask Size: 50,000 |
Walt Disney Co |
112.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC36SV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.00 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: |
87.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-2.17 |
| Time value: |
0.09 |
| Break-even: |
101.94 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.02 |
| Spread %: |
21.33% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
11.44 |
| Rho: |
0.03 |
Quote data
| Open: |
0.065 |
| High: |
0.081 |
| Low: |
0.063 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-22.00% |
| 3 Months |
|
|
-83.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.076 |
| 1M High / 1M Low: |
0.110 |
0.066 |
| 6M High / 6M Low: |
1.950 |
0.066 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.64% |
| Volatility 6M: |
|
168.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
