BNP Paribas Call 140 DIS 16.01.2026
/ DE000PC5CZ27
BNP Paribas Call 140 DIS 16.01.20.../ DE000PC5CZ27 /
| 10/11/2024 9:50:44 PM |
Chg.+0.020 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+9.09% |
0.230
Bid Size: 50,000 |
0.240
Ask Size: 50,000 |
Walt Disney Co |
140.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC5CZ2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/21/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-4.19 |
| Time value: |
0.24 |
| Break-even: |
130.43 |
| Moneyness: |
0.67 |
| Premium: |
0.52 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
6.46 |
| Rho: |
0.17 |
Quote data
| Open: |
0.220 |
| High: |
0.240 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.210 |
| 1M High / 1M Low: |
0.250 |
0.180 |
| 6M High / 6M Low: |
1.140 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.10% |
| Volatility 6M: |
|
121.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
