BNP Paribas Call 110 6MK 16.01.2026
/ DE000PC1LL00
BNP Paribas Call 110 6MK 16.01.20.../ DE000PC1LL00 /
| 5/23/2024 10:12:13 AM |
Chg.-0.03 |
Bid12:43:48 PM |
Ask12:43:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
-1.07% |
2.83
Bid Size: 15,000 |
2.87
Ask Size: 15,000 |
MERCK CO. D... |
110.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
1.11 |
| Time value: |
1.76 |
| Break-even: |
138.70 |
| Moneyness: |
1.10 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
3.05 |
| Rho: |
0.97 |
Quote data
| Open: |
2.77 |
| High: |
2.78 |
| Low: |
2.77 |
| Previous Close: |
2.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.79% |
| 1 Month |
|
|
+4.51% |
| 3 Months |
|
|
+0.36% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.81 |
| 1M High / 1M Low: |
2.96 |
2.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/28/2024 |
3.03 |
| Low (YTD): |
1/2/2024 |
1.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
