BNP Paribas Call 130 6MK 16.01.2026
/ DE000PC1LL42
BNP Paribas Call 130 6MK 16.01.20.../ DE000PC1LL42 /
2024-05-23 10:12:13 AM |
Chg.-0.02 |
Bid11:56:06 AM |
Ask11:56:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.64EUR |
-1.20% |
1.67 Bid Size: 19,500 |
1.71 Ask Size: 19,500 |
MERCK CO. D... |
130.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1LL4 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.94 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.16 |
Parity: |
-0.89 |
Time value: |
1.71 |
Break-even: |
147.10 |
Moneyness: |
0.93 |
Premium: |
0.21 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
1.18% |
Delta: |
0.56 |
Theta: |
-0.02 |
Omega: |
3.99 |
Rho: |
0.84 |
Quote data
Open: |
1.63 |
High: |
1.64 |
Low: |
1.63 |
Previous Close: |
1.66 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.29% |
1 Month |
|
|
+5.13% |
3 Months |
|
|
-1.20% |
YTD |
|
|
+141.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.75 |
1.66 |
1M High / 1M Low: |
1.79 |
1.48 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-28 |
1.85 |
Low (YTD): |
2024-01-02 |
0.84 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |