BNP Paribas Call 105 6MK 16.01.2026
/ DE000PC1LLZ7
BNP Paribas Call 105 6MK 16.01.20.../ DE000PC1LLZ7 /
| 2024-05-24 9:50:30 PM |
Chg.-0.130 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
-4.09% |
3.050
Bid Size: 15,000 |
3.070
Ask Size: 15,000 |
MERCK CO. D... |
105.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LLZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
1.44 |
| Time value: |
1.63 |
| Break-even: |
135.70 |
| Moneyness: |
1.14 |
| Premium: |
0.14 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
2.90 |
| Rho: |
0.96 |
Quote data
| Open: |
3.170 |
| High: |
3.220 |
| Low: |
3.040 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.87% |
| 1 Month |
|
|
-5.57% |
| 3 Months |
|
|
-1.61% |
| YTD |
|
|
+85.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.180 |
3.050 |
| 1M High / 1M Low: |
3.290 |
2.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
3.300 |
| Low (YTD): |
2024-01-02 |
1.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
