BNP Paribas Put 120 DIS 16.01.2026
/ DE000PC1B3R4
BNP Paribas Put 120 DIS 16.01.202.../ DE000PC1B3R4 /
| 2024-06-03 7:20:48 PM |
Chg.+0.040 |
Bid7:45:04 PM |
Ask7:45:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+2.09% |
1.940
Bid Size: 85,000 |
1.960
Ask Size: 85,000 |
Walt Disney Co |
120.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
PC1B3R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.48 |
| Time value: |
0.43 |
| Break-even: |
91.47 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-2.59 |
| Rho: |
-1.11 |
Quote data
| Open: |
1.880 |
| High: |
1.970 |
| Low: |
1.870 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.41% |
| 1 Month |
|
|
+23.42% |
| 3 Months |
|
|
+19.63% |
| YTD |
|
|
-29.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.910 |
| 1M High / 1M Low: |
2.100 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-10 |
2.890 |
| Low (YTD): |
2024-03-28 |
1.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.913 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
