BNP Paribas Call 80 DIS 16.01.2026
/ DE000PC1B246
BNP Paribas Call 80 DIS 16.01.202.../ DE000PC1B246 /
| 09/09/2024 21:50:40 |
Chg.+0.030 |
Bid21:57:10 |
Ask21:57:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
+1.82% |
1.670
Bid Size: 42,000 |
1.680
Ask Size: 42,000 |
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: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.72 |
| Time value: |
0.93 |
| Break-even: |
88.66 |
| Moneyness: |
1.10 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.46 |
| Rho: |
0.55 |
Quote data
| Open: |
1.640 |
| High: |
1.700 |
| Low: |
1.640 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.15% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
-41.26% |
| YTD |
|
|
-22.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.650 |
| 1M High / 1M Low: |
1.890 |
1.550 |
| 6M High / 6M Low: |
4.770 |
1.550 |
| High (YTD): |
02/04/2024 |
4.770 |
| Low (YTD): |
13/08/2024 |
1.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.921 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.00% |
| Volatility 6M: |
|
65.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
