BNP Paribas Call 100 6MK 16.01.2026
/ DE000PC1LLX2
BNP Paribas Call 100 6MK 16.01.20.../ DE000PC1LLX2 /
| 31/07/2024 09:20:51 |
Chg.-0.060 |
Bid31/07/2024 |
Ask31/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.180EUR |
-2.68% |
2.180
Bid Size: 9,000 |
2.190
Ask Size: 9,000 |
MERCK CO. D... |
100.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LLX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.16 |
| Parity: |
1.81 |
| Time value: |
1.37 |
| Break-even: |
131.80 |
| Moneyness: |
1.18 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.85 |
| Rho: |
0.86 |
Quote data
| Open: |
2.210 |
| High: |
2.210 |
| Low: |
2.180 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.85% |
| 1 Month |
|
|
-31.23% |
| 3 Months |
|
|
-37.18% |
| YTD |
|
|
+14.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.160 |
2.240 |
| 1M High / 1M Low: |
3.310 |
2.240 |
| 6M High / 6M Low: |
3.710 |
2.240 |
| High (YTD): |
24/06/2024 |
3.710 |
| Low (YTD): |
02/01/2024 |
2.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.64% |
| Volatility 6M: |
|
67.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
