BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
6/20/2024 9:22:48 AM |
Chg.+0.08 |
Bid12:06:41 PM |
Ask12:06:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.43EUR |
+1.84% |
4.37 Bid Size: 13,000 |
4.39 Ask Size: 13,000 |
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: |
2.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.90 |
Intrinsic value: |
3.41 |
Implied volatility: |
0.38 |
Historic volatility: |
0.16 |
Parity: |
3.41 |
Time value: |
1.01 |
Break-even: |
129.20 |
Moneyness: |
1.40 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
0.91% |
Delta: |
0.85 |
Theta: |
-0.02 |
Omega: |
2.30 |
Rho: |
0.91 |
Quote data
Open: |
4.43 |
High: |
4.43 |
Low: |
4.43 |
Previous Close: |
4.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.32% |
1 Month |
|
|
-3.90% |
3 Months |
|
|
+13.59% |
YTD |
|
|
+59.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.63 |
4.35 |
1M High / 1M Low: |
4.70 |
4.11 |
6M High / 6M Low: |
4.82 |
2.59 |
High (YTD): |
3/28/2024 |
4.82 |
Low (YTD): |
1/2/2024 |
3.13 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.14 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
36.91% |
Volatility 6M: |
|
44.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |