BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
| 21/06/2024 21:50:38 |
Chg.+0.050 |
Bid21:59:35 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.620EUR |
+1.09% |
4.650
Bid Size: 13,000 |
-
Ask Size: - |
MERCK CO. D... |
85.00 - |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
3.73 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
3.73 |
| Time value: |
0.89 |
| Break-even: |
131.20 |
| Moneyness: |
1.44 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.65% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
2.32 |
| Rho: |
0.95 |
Quote data
| Open: |
4.580 |
| High: |
4.670 |
| Low: |
4.530 |
| Previous Close: |
4.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
-0.43% |
| 3 Months |
|
|
+14.07% |
| YTD |
|
|
+65.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.620 |
4.370 |
| 1M High / 1M Low: |
4.720 |
4.080 |
| 6M High / 6M Low: |
4.760 |
2.690 |
| High (YTD): |
28/03/2024 |
4.760 |
| Low (YTD): |
02/01/2024 |
3.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.177 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.25% |
| Volatility 6M: |
|
43.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
