BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
| 9/25/2024 11:21:15 AM |
Chg.0.000 |
Bid11:30:39 AM |
Ask11:30:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
0.00% |
3.010
Bid Size: 16,000 |
3.040
Ask Size: 16,000 |
MERCK CO. D... |
85.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
1.77 |
| Time value: |
1.27 |
| Break-even: |
115.40 |
| Moneyness: |
1.21 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.58 |
| Rho: |
0.63 |
Quote data
| Open: |
2.980 |
| High: |
3.020 |
| Low: |
2.980 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.47% |
| 1 Month |
|
|
-4.44% |
| 3 Months |
|
|
-37.81% |
| YTD |
|
|
+7.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.400 |
3.010 |
| 1M High / 1M Low: |
3.400 |
3.010 |
| 6M High / 6M Low: |
4.860 |
2.880 |
| High (YTD): |
6/24/2024 |
4.860 |
| Low (YTD): |
8/6/2024 |
2.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.004 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.01% |
| Volatility 6M: |
|
57.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
