BNP Paribas Call 110 6MK 16.01.2026
/ DE000PC1LL00
BNP Paribas Call 110 6MK 16.01.20.../ DE000PC1LL00 /
| 2024-06-21 9:08:03 AM |
Chg.+0.14 |
Bid6:05:25 PM |
Ask6:05:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
+5.36% |
2.72
Bid Size: 30,000 |
2.74
Ask Size: 30,000 |
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: |
4.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
1.11 |
| Time value: |
1.66 |
| Break-even: |
137.70 |
| Moneyness: |
1.10 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
3.15 |
| Rho: |
0.94 |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
2.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.56% |
| 1 Month |
|
|
-2.83% |
| 3 Months |
|
|
+15.55% |
| YTD |
|
|
+97.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.55 |
| 1M High / 1M Low: |
2.87 |
2.39 |
| 6M High / 6M Low: |
3.03 |
1.24 |
| High (YTD): |
2024-03-28 |
3.03 |
| Low (YTD): |
2024-01-02 |
1.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.82% |
| Volatility 6M: |
|
65.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
