BNP Paribas Call 105 6MK 16.01.2026
/ DE000PC1LLZ7
BNP Paribas Call 105 6MK 16.01.20.../ DE000PC1LLZ7 /
| 2024-09-20 9:14:44 AM |
Chg.- |
Bid8:03:04 AM |
Ask8:03:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
0.00 |
| Time value: |
1.85 |
| Break-even: |
123.50 |
| Moneyness: |
1.00 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.62 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
2.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.76% |
| 1 Month |
|
|
-1.06% |
| 3 Months |
|
|
-39.81% |
| YTD |
|
|
+14.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.81 |
| 1M High / 1M Low: |
2.03 |
1.74 |
| 6M High / 6M Low: |
3.36 |
1.65 |
| High (YTD): |
2024-03-28 |
3.36 |
| Low (YTD): |
2024-08-07 |
1.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.27% |
| Volatility 6M: |
|
80.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
