BNP Paribas Call 110 6MK 16.01.2026
/ DE000PC1LL00
BNP Paribas Call 110 6MK 16.01.20.../ DE000PC1LL00 /
| 2024-05-24 9:50:34 PM |
Chg.-0.120 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.720EUR |
-4.23% |
2.720
Bid Size: 15,500 |
2.740
Ask Size: 15,500 |
MERCK CO. D... |
110.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LL0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
0.94 |
| Time value: |
1.80 |
| Break-even: |
137.40 |
| Moneyness: |
1.09 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.10 |
| Rho: |
0.95 |
Quote data
| Open: |
2.840 |
| High: |
2.880 |
| Low: |
2.710 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.20% |
| 1 Month |
|
|
-6.21% |
| 3 Months |
|
|
-1.81% |
| YTD |
|
|
+92.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
2.720 |
| 1M High / 1M Low: |
2.950 |
2.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
2.970 |
| Low (YTD): |
2024-01-02 |
1.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
