BNP Paribas Call 115 6MK 16.01.2026
/ DE000PC1LL18
BNP Paribas Call 115 6MK 16.01.20.../ DE000PC1LL18 /
| 7/31/2024 10:11:52 AM |
Chg.-0.80 |
Bid3:57:25 PM |
Ask3:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
-36.53% |
1.36
Bid Size: 46,000 |
1.37
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: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.84 |
| Time value: |
1.37 |
| Break-even: |
128.70 |
| Moneyness: |
0.93 |
| Premium: |
0.21 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
4.22 |
| Rho: |
0.65 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.84% |
| 1 Month |
|
|
-43.72% |
| 3 Months |
|
|
-44.62% |
| YTD |
|
|
+17.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.90 |
| 1M High / 1M Low: |
2.31 |
1.90 |
| 6M High / 6M Low: |
2.71 |
1.87 |
| High (YTD): |
3/28/2024 |
2.71 |
| Low (YTD): |
1/2/2024 |
1.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.83% |
| Volatility 6M: |
|
73.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
