BNP Paribas Call 92 DIS 20.09.2024
/ DE000PC1B2N5
BNP Paribas Call 92 DIS 20.09.202.../ DE000PC1B2N5 /
7/31/2024 8:49:14 AM |
Chg.+0.080 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+17.78% |
- Bid Size: - |
- Ask Size: - |
Walt Disney Co |
92.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC1B2N |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
12/7/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
0.17 |
Time value: |
0.38 |
Break-even: |
90.56 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
1.85% |
Delta: |
0.60 |
Theta: |
-0.05 |
Omega: |
9.46 |
Rho: |
0.07 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+39.47% |
1 Month |
|
|
-54.70% |
3 Months |
|
|
-75.46% |
YTD |
|
|
-38.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.340 |
1M High / 1M Low: |
0.930 |
0.340 |
6M High / 6M Low: |
3.110 |
0.340 |
High (YTD): |
4/3/2024 |
3.110 |
Low (YTD): |
7/26/2024 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.388 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.694 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.654 |
Avg. volume 6M: |
|
314.961 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
165.66% |
Volatility 6M: |
|
136.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |