BNP Paribas Call 95 6MK 16.01.2026
/ DE000PC1LLW4
BNP Paribas Call 95 6MK 16.01.202.../ DE000PC1LLW4 /
| 2024-05-24 9:50:22 PM |
Chg.-0.140 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
-3.60% |
3.750
Bid Size: 14,000 |
3.770
Ask Size: 14,000 |
MERCK CO. D... |
95.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
PC1LLW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
2.44 |
| Time value: |
1.33 |
| Break-even: |
132.70 |
| Moneyness: |
1.26 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.53% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.55 |
| Rho: |
0.96 |
Quote data
| Open: |
3.880 |
| High: |
3.930 |
| Low: |
3.740 |
| Previous Close: |
3.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.60% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
+0.54% |
| YTD |
|
|
+72.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.890 |
3.750 |
| 1M High / 1M Low: |
4.000 |
3.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
4.010 |
| Low (YTD): |
2024-01-02 |
2.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
