BNP Paribas Call 100 6MK 16.01.2026
/ DE000PC1LLX2
BNP Paribas Call 100 6MK 16.01.20.../ DE000PC1LLX2 /
| 9/24/2024 9:50:32 PM |
Chg.-0.070 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
-3.45% |
1.970
Bid Size: 18,500 |
1.980
Ask Size: 18,500 |
MERCK CO. D... |
100.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
0.41 |
| Time value: |
1.63 |
| Break-even: |
120.40 |
| Moneyness: |
1.04 |
| Premium: |
0.16 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
3.36 |
| Rho: |
0.63 |
Quote data
| Open: |
2.040 |
| High: |
2.040 |
| Low: |
1.960 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
-7.55% |
| 3 Months |
|
|
-46.74% |
| YTD |
|
|
+3.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
1.960 |
| 1M High / 1M Low: |
2.330 |
1.960 |
| 6M High / 6M Low: |
3.710 |
1.900 |
| High (YTD): |
6/24/2024 |
3.710 |
| Low (YTD): |
8/6/2024 |
1.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.920 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.39% |
| Volatility 6M: |
|
72.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
