BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
| 2024-05-24 9:50:30 PM |
Chg.-0.140 |
Bid9:56:02 PM |
Ask9:56:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.500EUR |
-3.02% |
4.500
Bid Size: 13,000 |
4.520
Ask Size: 13,000 |
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: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.97 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
3.44 |
| Time value: |
1.08 |
| Break-even: |
130.20 |
| Moneyness: |
1.40 |
| Premium: |
0.09 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
2.26 |
| Rho: |
0.94 |
Quote data
| Open: |
4.630 |
| High: |
4.680 |
| Low: |
4.480 |
| Previous Close: |
4.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
-4.05% |
| 3 Months |
|
|
-0.44% |
| YTD |
|
|
+60.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.640 |
4.500 |
| 1M High / 1M Low: |
4.750 |
4.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
4.760 |
| Low (YTD): |
2024-01-02 |
3.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
