BNP Paribas Call 160 6MK 16.01.2026
/ DE000PC7Z838
BNP Paribas Call 160 6MK 16.01.20.../ DE000PC7Z838 /
| 2024-06-21 9:50:40 PM |
Chg.+0.010 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+1.89% |
0.550
Bid Size: 41,500 |
0.570
Ask Size: 41,500 |
MERCK CO. D... |
160.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PC7Z83 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-3.77 |
| Time value: |
0.57 |
| Break-even: |
165.70 |
| Moneyness: |
0.76 |
| Premium: |
0.36 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
6.18 |
| Rho: |
0.46 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-12.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.460 |
| 1M High / 1M Low: |
0.620 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
