BNP Paribas Call 100 6MK 16.01.2026
/ DE000PC1LLX2
BNP Paribas Call 100 6MK 16.01.20.../ DE000PC1LLX2 /
2024-06-19 9:50:22 PM |
Chg.-0.030 |
Bid9:58:11 PM |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
3.240EUR |
-0.92% |
3.250 Bid Size: 2,333 |
- Ask Size: - |
MERCK CO. D... |
100.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1LLX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.60 |
Intrinsic value: |
1.92 |
Implied volatility: |
0.34 |
Historic volatility: |
0.16 |
Parity: |
1.92 |
Time value: |
1.39 |
Break-even: |
133.10 |
Moneyness: |
1.19 |
Premium: |
0.12 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.61% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
2.79 |
Rho: |
0.94 |
Quote data
Open: |
3.270 |
High: |
3.290 |
Low: |
3.200 |
Previous Close: |
3.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.99% |
1 Month |
|
|
-7.16% |
3 Months |
|
|
+13.29% |
YTD |
|
|
+70.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.410 |
3.250 |
1M High / 1M Low: |
3.590 |
3.010 |
6M High / 6M Low: |
3.650 |
1.730 |
High (YTD): |
2024-03-28 |
3.650 |
Low (YTD): |
2024-01-02 |
2.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.352 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.062 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.74% |
Volatility 6M: |
|
53.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |