BNP Paribas Call 110 6MK 16.01.2026
/ DE000PC1LL00
BNP Paribas Call 110 6MK 16.01.20.../ DE000PC1LL00 /
7/29/2024 9:50:22 PM |
Chg.+0.160 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.490EUR |
+6.87% |
2.490 Bid Size: 16,000 |
2.500 Ask Size: 16,000 |
MERCK CO. D... |
110.00 - |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.52 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.32 |
Historic volatility: |
0.16 |
Parity: |
0.54 |
Time value: |
1.77 |
Break-even: |
133.10 |
Moneyness: |
1.05 |
Premium: |
0.15 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.43% |
Delta: |
0.68 |
Theta: |
-0.02 |
Omega: |
3.37 |
Rho: |
0.80 |
Quote data
Open: |
2.330 |
High: |
2.490 |
Low: |
2.300 |
Previous Close: |
2.330 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.33% |
1 Month |
|
|
-0.40% |
3 Months |
|
|
-11.07% |
YTD |
|
|
+76.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.350 |
2.240 |
1M High / 1M Low: |
2.620 |
2.240 |
6M High / 6M Low: |
2.990 |
2.120 |
High (YTD): |
6/24/2024 |
2.990 |
Low (YTD): |
1/2/2024 |
1.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.314 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.398 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.573 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.71% |
Volatility 6M: |
|
61.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |