BNP Paribas Call 150 6MK 16.01.2026
/ DE000PC4AJM6
BNP Paribas Call 150 6MK 16.01.20.../ DE000PC4AJM6 /
2024-09-25 8:23:13 AM |
Chg.-0.020 |
Bid12:46:52 PM |
Ask12:46:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-8.33% |
0.220 Bid Size: 50,000 |
0.240 Ask Size: 50,000 |
MERCK CO. D... |
150.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC4AJM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-31 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
44.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-4.73 |
Time value: |
0.23 |
Break-even: |
152.30 |
Moneyness: |
0.68 |
Premium: |
0.48 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
4.55% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
7.27 |
Rho: |
0.19 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-31.25% |
1 Month |
|
|
-31.25% |
3 Months |
|
|
-76.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.240 |
1M High / 1M Low: |
0.340 |
0.240 |
6M High / 6M Low: |
1.010 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.288 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.293 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.621 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.78% |
Volatility 6M: |
|
147.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |