BNP Paribas Call 80 DIS 16.01.2026
/ DE000PC1B246
BNP Paribas Call 80 DIS 16.01.202.../ DE000PC1B246 /
| 8/2/2024 9:50:41 PM |
Chg.-0.300 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
-13.95% |
1.880
Bid Size: 40,500 |
1.890
Ask Size: 40,500 |
Walt Disney Co |
80.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1B24 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.88 |
| Time value: |
1.01 |
| Break-even: |
92.22 |
| Moneyness: |
1.12 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.18 |
| Rho: |
0.60 |
Quote data
| Open: |
2.070 |
| High: |
2.100 |
| Low: |
1.850 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.14% |
| 1 Month |
|
|
-28.02% |
| 3 Months |
|
|
-53.16% |
| YTD |
|
|
-15.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.850 |
| 1M High / 1M Low: |
2.580 |
1.850 |
| 6M High / 6M Low: |
4.770 |
1.850 |
| High (YTD): |
4/2/2024 |
4.770 |
| Low (YTD): |
8/2/2024 |
1.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.283 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.09% |
| Volatility 6M: |
|
73.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
