BNP Paribas Call 95 6MK 16.01.2026
/ DE000PC1LLW4
BNP Paribas Call 95 6MK 16.01.202.../ DE000PC1LLW4 /
| 2024-06-17 5:21:06 PM |
Chg.-0.030 |
Bid5:23:16 PM |
Ask5:23:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.700EUR |
-0.80% |
3.700
Bid Size: 27,000 |
3.720
Ask Size: 27,000 |
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: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
2.60 |
| Time value: |
1.17 |
| Break-even: |
132.70 |
| Moneyness: |
1.27 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.53% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.62 |
| Rho: |
0.97 |
Quote data
| Open: |
3.750 |
| High: |
3.760 |
| Low: |
3.700 |
| Previous Close: |
3.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.37% |
| 1 Month |
|
|
-3.90% |
| 3 Months |
|
|
+18.97% |
| YTD |
|
|
+69.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.960 |
3.710 |
| 1M High / 1M Low: |
3.960 |
3.360 |
| 6M High / 6M Low: |
4.010 |
2.000 |
| High (YTD): |
2024-03-28 |
4.010 |
| Low (YTD): |
2024-01-02 |
2.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.83% |
| Volatility 6M: |
|
49.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
