BNP Paribas Call 95 6MK 16.01.2026
/ DE000PC1LLW4
BNP Paribas Call 95 6MK 16.01.202.../ DE000PC1LLW4 /
| 9/25/2024 7:20:53 PM |
Chg.+0.080 |
Bid7:35:20 PM |
Ask7:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.380EUR |
+3.48% |
2.360
Bid Size: 34,000 |
2.380
Ask Size: 34,000 |
MERCK CO. D... |
95.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
0.77 |
| Time value: |
1.56 |
| Break-even: |
118.30 |
| Moneyness: |
1.08 |
| Premium: |
0.15 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.04 |
| Rho: |
0.62 |
Quote data
| Open: |
2.280 |
| High: |
2.380 |
| Low: |
2.270 |
| Previous Close: |
2.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.86% |
| 1 Month |
|
|
-3.25% |
| 3 Months |
|
|
-41.38% |
| YTD |
|
|
+9.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.670 |
2.300 |
| 1M High / 1M Low: |
2.680 |
2.300 |
| 6M High / 6M Low: |
4.080 |
2.230 |
| High (YTD): |
6/24/2024 |
4.080 |
| Low (YTD): |
8/6/2024 |
2.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.84% |
| Volatility 6M: |
|
67.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
