BNP Paribas Call 110 6MK 16.01.2026
/ DE000PC1LL00
BNP Paribas Call 110 6MK 16.01.20.../ DE000PC1LL00 /
| 05/07/2024 21:50:23 |
Chg.+0.080 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
+3.39% |
2.440
Bid Size: 16,000 |
2.460
Ask Size: 16,000 |
MERCK CO. D... |
110.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LL0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
0.67 |
| Time value: |
1.79 |
| Break-even: |
134.60 |
| Moneyness: |
1.06 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.25 |
| Rho: |
0.85 |
Quote data
| Open: |
2.350 |
| High: |
2.440 |
| Low: |
2.340 |
| Previous Close: |
2.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.40% |
| 1 Month |
|
|
-11.91% |
| 3 Months |
|
|
-9.29% |
| YTD |
|
|
+73.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.620 |
2.360 |
| 1M High / 1M Low: |
2.990 |
2.360 |
| 6M High / 6M Low: |
2.990 |
1.940 |
| High (YTD): |
24/06/2024 |
2.990 |
| Low (YTD): |
02/01/2024 |
1.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.533 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.28% |
| Volatility 6M: |
|
59.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
