BNP Paribas Call 40 BMY 16.01.2026
/ DE000PC1JEH4
BNP Paribas Call 40 BMY 16.01.202.../ DE000PC1JEH4 /
| 07/06/2024 09:20:27 |
Chg.-0.010 |
Bid12:27:43 |
Ask12:27:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-1.64% |
0.600
Bid Size: 17,670 |
0.630
Ask Size: 17,000 |
Bristol Myers Squibb... |
40.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1JEH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.08 |
| Time value: |
0.53 |
| Break-even: |
42.82 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.07 |
| Rho: |
0.30 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
-22.08% |
| 3 Months |
|
|
-57.75% |
| YTD |
|
|
-52.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.580 |
| 1M High / 1M Low: |
0.830 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
12/03/2024 |
1.510 |
| Low (YTD): |
29/05/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.695 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
