BNP Paribas Put 100 DIS 16.01.2026
/ DE000PC1B3Q6
BNP Paribas Put 100 DIS 16.01.202.../ DE000PC1B3Q6 /
| 11/10/2024 21:50:43 |
Chg.-0.070 |
Bid21:58:46 |
Ask21:58:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-5.34% |
1.250
Bid Size: 50,000 |
1.260
Ask Size: 50,000 |
Walt Disney Co |
100.00 USD |
16/01/2026 |
Put |
Master data
| WKN: |
PC1B3Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 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: |
-6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.54 |
| Time value: |
0.72 |
| Break-even: |
78.85 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-3.11 |
| Rho: |
-0.65 |
Quote data
| Open: |
1.300 |
| High: |
1.310 |
| Low: |
1.230 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
-15.65% |
| 3 Months |
|
|
+11.71% |
| YTD |
|
|
-18.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.240 |
| 1M High / 1M Low: |
1.470 |
1.140 |
| 6M High / 6M Low: |
1.690 |
0.720 |
| High (YTD): |
07/08/2024 |
1.690 |
| Low (YTD): |
28/03/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.266 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.168 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.63% |
| Volatility 6M: |
|
78.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
