BNP Paribas Call 80 DIS 16.01.2026
/ DE000PC1B246
BNP Paribas Call 80 DIS 16.01.202.../ DE000PC1B246 /
| 13/11/2024 14:50:48 |
Chg.0.000 |
Bid14:58:15 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.620EUR |
0.00% |
2.600
Bid Size: 30,000 |
-
Ask Size: - |
Walt Disney Co |
80.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
07/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
1.98 |
| Time value: |
0.68 |
| Break-even: |
101.95 |
| Moneyness: |
1.26 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.93 |
| Rho: |
0.60 |
Quote data
| Open: |
2.630 |
| High: |
2.640 |
| Low: |
2.590 |
| Previous Close: |
2.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.94% |
| 1 Month |
|
|
+24.17% |
| 3 Months |
|
|
+69.03% |
| YTD |
|
|
+20.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.620 |
2.430 |
| 1M High / 1M Low: |
2.620 |
2.080 |
| 6M High / 6M Low: |
3.240 |
1.550 |
| High (YTD): |
02/04/2024 |
4.770 |
| Low (YTD): |
13/08/2024 |
1.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.81% |
| Volatility 6M: |
|
64.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
