BNP Paribas Call 95 DIS 16.01.2026
/ DE000PC1B279
BNP Paribas Call 95 DIS 16.01.202.../ DE000PC1B279 /
7/9/2024 9:50:31 PM |
Chg.-0.020 |
Bid9:56:27 PM |
Ask9:56:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.620EUR |
-1.22% |
1.620 Bid Size: 41,000 |
1.640 Ask Size: 41,000 |
Walt Disney Co |
95.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1B27 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 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: |
5.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.41 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
0.22 |
Time value: |
1.44 |
Break-even: |
104.31 |
Moneyness: |
1.02 |
Premium: |
0.16 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.22% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
3.55 |
Rho: |
0.65 |
Quote data
Open: |
1.650 |
High: |
1.650 |
Low: |
1.570 |
Previous Close: |
1.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.82% |
1 Month |
|
|
-16.92% |
3 Months |
|
|
-50.61% |
YTD |
|
|
+10.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.710 |
1.640 |
1M High / 1M Low: |
2.040 |
1.640 |
6M High / 6M Low: |
3.740 |
1.410 |
High (YTD): |
4/2/2024 |
3.740 |
Low (YTD): |
1/10/2024 |
1.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.672 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.862 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.402 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.03% |
Volatility 6M: |
|
87.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |