BNP Paribas Call 105 6MK 16.01.2026
/ DE000PC1LLZ7
BNP Paribas Call 105 6MK 16.01.20.../ DE000PC1LLZ7 /
05/09/2024 18:50:44 |
Chg.+0.230 |
Bid18:54:09 |
Ask18:54:09 |
Underlying |
Strike price |
Expiration date |
Option type |
2.010EUR |
+12.92% |
2.020 Bid Size: 37,000 |
2.030 Ask Size: 37,000 |
MERCK CO. D... |
105.00 - |
16/01/2026 |
Call |
Master data
WKN: |
PC1LLZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 - |
Maturity: |
16/01/2026 |
Issue date: |
11/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
-0.05 |
Time value: |
1.82 |
Break-even: |
123.20 |
Moneyness: |
1.00 |
Premium: |
0.18 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.55% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
3.57 |
Rho: |
0.64 |
Quote data
Open: |
1.790 |
High: |
2.040 |
Low: |
1.780 |
Previous Close: |
1.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.08% |
1 Month |
|
|
+20.36% |
3 Months |
|
|
-33.88% |
YTD |
|
|
+22.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.040 |
1.780 |
1M High / 1M Low: |
2.040 |
1.650 |
6M High / 6M Low: |
3.340 |
1.650 |
High (YTD): |
24/06/2024 |
3.340 |
Low (YTD): |
06/08/2024 |
1.650 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.922 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.675 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.97% |
Volatility 6M: |
|
73.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |