BNP Paribas Call 140 6MK 16.01.2026
/ DE000PC254Q9
BNP Paribas Call 140 6MK 16.01.20.../ DE000PC254Q9 /
2024-05-24 8:39:53 AM |
Chg.+0.01 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.25EUR |
+0.81% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
140.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC254Q |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-10 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
-2.06 |
Time value: |
1.19 |
Break-even: |
151.90 |
Moneyness: |
0.85 |
Premium: |
0.27 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
1.71% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
4.60 |
Rho: |
0.71 |
Quote data
Open: |
1.25 |
High: |
1.25 |
Low: |
1.25 |
Previous Close: |
1.24 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.46% |
1 Month |
|
|
+15.74% |
3 Months |
|
|
+2.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.26 |
1.21 |
1M High / 1M Low: |
1.34 |
1.08 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |