BNP Paribas Call 120 6MK 16.01.2026
/ DE000PC1LL26
BNP Paribas Call 120 6MK 16.01.20.../ DE000PC1LL26 /
| 21/06/2024 21:50:37 |
Chg.+0.040 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+1.90% |
2.170
Bid Size: 16,500 |
2.190
Ask Size: 16,500 |
MERCK CO. D... |
120.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LL2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
0.23 |
| Time value: |
1.96 |
| Break-even: |
141.90 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.63 |
| Rho: |
0.91 |
Quote data
| Open: |
2.120 |
| High: |
2.190 |
| Low: |
2.080 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.37% |
| 1 Month |
|
|
-3.15% |
| 3 Months |
|
|
+18.78% |
| YTD |
|
|
+115.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.950 |
| 1M High / 1M Low: |
2.250 |
1.810 |
| 6M High / 6M Low: |
2.330 |
0.940 |
| High (YTD): |
26/04/2024 |
2.330 |
| Low (YTD): |
02/01/2024 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.898 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.13% |
| Volatility 6M: |
|
74.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
