BNP Paribas Call 110 6MK 16.01.2026
/ DE000PC1LL00
BNP Paribas Call 110 6MK 16.01.20.../ DE000PC1LL00 /
2024-07-25 9:08:27 AM |
Chg.+0.15 |
Bid10:03:39 AM |
Ask10:03:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.35EUR |
+6.82% |
2.30 Bid Size: 4,125 |
2.31 Ask Size: 4,125 |
MERCK CO. D... |
110.00 - |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.58 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.32 |
Historic volatility: |
0.16 |
Parity: |
0.62 |
Time value: |
1.74 |
Break-even: |
133.60 |
Moneyness: |
1.06 |
Premium: |
0.15 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.43% |
Delta: |
0.68 |
Theta: |
-0.02 |
Omega: |
3.36 |
Rho: |
0.82 |
Quote data
Open: |
2.35 |
High: |
2.35 |
Low: |
2.35 |
Previous Close: |
2.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.29% |
1 Month |
|
|
-21.67% |
3 Months |
|
|
-9.27% |
YTD |
|
|
+69.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.32 |
2.20 |
1M High / 1M Low: |
3.00 |
2.20 |
6M High / 6M Low: |
3.03 |
2.08 |
High (YTD): |
2024-03-28 |
3.03 |
Low (YTD): |
2024-01-02 |
1.65 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.03% |
Volatility 6M: |
|
67.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |