BNP Paribas Call 120 DIS 16.01.2026
/ DE000PC1B3A0
BNP Paribas Call 120 DIS 16.01.20.../ DE000PC1B3A0 /
| 09/09/2024 21:50:29 |
Chg.0.000 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.370
Bid Size: 50,000 |
0.380
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: |
20.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-2.89 |
| Time value: |
0.38 |
| Break-even: |
112.04 |
| Moneyness: |
0.73 |
| Premium: |
0.41 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
5.67 |
| Rho: |
0.24 |
Quote data
| Open: |
0.360 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-59.78% |
| YTD |
|
|
-47.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.370 |
| 1M High / 1M Low: |
0.450 |
0.340 |
| 6M High / 6M Low: |
2.320 |
0.340 |
| High (YTD): |
02/04/2024 |
2.320 |
| Low (YTD): |
14/08/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.046 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.37% |
| Volatility 6M: |
|
102.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
