BNP Paribas Call 115 6MK 16.01.2026
/ DE000PC1LL18
BNP Paribas Call 115 6MK 16.01.20.../ DE000PC1LL18 /
| 05/07/2024 21:50:33 |
Chg.+0.080 |
Bid21:58:41 |
Ask21:58:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+3.90% |
2.130
Bid Size: 17,500 |
2.150
Ask Size: 17,500 |
MERCK CO. D... |
115.00 - |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
0.17 |
| Time value: |
1.98 |
| Break-even: |
136.50 |
| Moneyness: |
1.01 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.50 |
| Rho: |
0.82 |
Quote data
| Open: |
2.050 |
| High: |
2.130 |
| Low: |
2.040 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.18% |
| 1 Month |
|
|
-13.06% |
| 3 Months |
|
|
-10.88% |
| YTD |
|
|
+78.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.310 |
2.050 |
| 1M High / 1M Low: |
2.660 |
2.050 |
| 6M High / 6M Low: |
2.660 |
1.680 |
| High (YTD): |
24/06/2024 |
2.660 |
| Low (YTD): |
02/01/2024 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.36% |
| Volatility 6M: |
|
64.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
