BNP Paribas Call 125 6MK 16.01.2026
/ DE000PC1LL34
BNP Paribas Call 125 6MK 16.01.20.../ DE000PC1LL34 /
| 2024-06-14 9:50:25 PM |
Chg.+0.010 |
Bid9:58:47 PM |
Ask9:58:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
+0.56% |
1.790
Bid Size: 18,500 |
1.810
Ask Size: 18,500 |
MERCK CO. D... |
125.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LL3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-0.40 |
| Time value: |
1.81 |
| Break-even: |
143.10 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
3.99 |
| Rho: |
0.86 |
Quote data
| Open: |
1.780 |
| High: |
1.800 |
| Low: |
1.710 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
-7.77% |
| 3 Months |
|
|
+27.14% |
| YTD |
|
|
+114.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.970 |
1.770 |
| 1M High / 1M Low: |
1.970 |
1.560 |
| 6M High / 6M Low: |
2.070 |
0.720 |
| High (YTD): |
2024-03-28 |
2.070 |
| Low (YTD): |
2024-01-02 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.856 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.612 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.34% |
| Volatility 6M: |
|
78.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
