BNP Paribas Call 120 DIS 16.01.2026
/ DE000PC1B3A0
BNP Paribas Call 120 DIS 16.01.20.../ DE000PC1B3A0 /
| 11/10/2024 21:50:33 |
Chg.+0.040 |
Bid21:50:36 |
Ask21:50:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+8.51% |
0.510
Bid Size: 50,000 |
0.520
Ask Size: 50,000 |
Walt Disney Co |
120.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1B3A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
07/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-2.37 |
| Time value: |
0.51 |
| Break-even: |
114.84 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
5.50 |
| Rho: |
0.29 |
Quote data
| Open: |
0.470 |
| High: |
0.520 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
+34.21% |
| 3 Months |
|
|
-27.14% |
| YTD |
|
|
-27.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.460 |
| 1M High / 1M Low: |
0.540 |
0.380 |
| 6M High / 6M Low: |
1.870 |
0.340 |
| High (YTD): |
02/04/2024 |
2.320 |
| Low (YTD): |
14/08/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.27% |
| Volatility 6M: |
|
105.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
