BNP Paribas Call 90 DIS 16.01.2026
/ DE000PC1B261
BNP Paribas Call 90 DIS 16.01.202.../ DE000PC1B261 /
| 11/15/2024 9:50:26 PM |
Chg.+0.430 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.030EUR |
+16.54% |
3.040
Bid Size: 25,500 |
3.100
Ask Size: 25,500 |
Walt Disney Co |
90.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1B26 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.82 |
| Time value: |
0.73 |
| Break-even: |
110.97 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.79% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
3.27 |
| Rho: |
0.68 |
Quote data
| Open: |
2.480 |
| High: |
3.050 |
| Low: |
2.450 |
| Previous Close: |
2.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.40% |
| 1 Month |
|
|
+80.36% |
| 3 Months |
|
|
+138.58% |
| YTD |
|
|
+79.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
1.950 |
| 1M High / 1M Low: |
3.030 |
1.590 |
| 6M High / 6M Low: |
3.030 |
1.090 |
| High (YTD): |
4/2/2024 |
4.070 |
| Low (YTD): |
8/13/2024 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.721 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.91% |
| Volatility 6M: |
|
84.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
