BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
2024-09-24 9:50:31 PM |
Chg.-0.090 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.010EUR |
-2.90% |
3.020 Bid Size: 16,000 |
3.040 Ask Size: 16,000 |
MERCK CO. D... |
85.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1LLU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.38 |
Intrinsic value: |
1.91 |
Implied volatility: |
0.42 |
Historic volatility: |
0.18 |
Parity: |
1.91 |
Time value: |
1.21 |
Break-even: |
116.20 |
Moneyness: |
1.22 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.65% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
2.58 |
Rho: |
0.65 |
Quote data
Open: |
3.110 |
High: |
3.110 |
Low: |
3.010 |
Previous Close: |
3.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.88% |
1 Month |
|
|
-4.44% |
3 Months |
|
|
-38.07% |
YTD |
|
|
+7.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.400 |
3.100 |
1M High / 1M Low: |
3.400 |
3.010 |
6M High / 6M Low: |
4.860 |
2.880 |
High (YTD): |
2024-06-24 |
4.860 |
Low (YTD): |
2024-08-06 |
2.880 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.254 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.012 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.74% |
Volatility 6M: |
|
57.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |