BNP Paribas Call 115 6MK 16.01.2026
/ DE000PC1LL18
BNP Paribas Call 115 6MK 16.01.20.../ DE000PC1LL18 /
| 7/30/2024 7:50:38 PM |
Chg.-0.790 |
Bid8:07:44 PM |
Ask8:07:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-36.07% |
1.350
Bid Size: 46,000 |
1.360
Ask Size: 46,000 |
MERCK CO. D... |
115.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
PC1LL1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
0.31 |
| Time value: |
1.88 |
| Break-even: |
136.90 |
| Moneyness: |
1.03 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.81 |
Quote data
| Open: |
2.160 |
| High: |
2.240 |
| Low: |
1.300 |
| Previous Close: |
2.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.84% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-43.55% |
| YTD |
|
|
+17.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.940 |
| 1M High / 1M Low: |
2.310 |
1.940 |
| 6M High / 6M Low: |
2.660 |
1.850 |
| High (YTD): |
6/24/2024 |
2.660 |
| Low (YTD): |
1/2/2024 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.62% |
| Volatility 6M: |
|
67.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
