BNP Paribas Call 90 6MK 16.01.2026
/ DE000PC1LLV6
BNP Paribas Call 90 6MK 16.01.202.../ DE000PC1LLV6 /
| 24/09/2024 21:50:42 |
Chg.-0.080 |
Bid21:51:49 |
Ask21:51:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
-2.93% |
2.640
Bid Size: 16,500 |
2.660
Ask Size: 16,500 |
MERCK CO. D... |
90.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LLV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
1.41 |
| Time value: |
1.34 |
| Break-even: |
117.50 |
| Moneyness: |
1.16 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
2.80 |
| Rho: |
0.65 |
Quote data
| Open: |
2.740 |
| High: |
2.740 |
| Low: |
2.650 |
| Previous Close: |
2.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.77% |
| 1 Month |
|
|
-5.02% |
| 3 Months |
|
|
-40.72% |
| YTD |
|
|
+6.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.730 |
| 1M High / 1M Low: |
3.030 |
2.650 |
| 6M High / 6M Low: |
4.470 |
2.530 |
| High (YTD): |
24/06/2024 |
4.470 |
| Low (YTD): |
06/08/2024 |
2.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.847 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.639 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.88% |
| Volatility 6M: |
|
62.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
