BNP Paribas Call 120 6MK 16.01.2026
/ DE000PC1LL26
BNP Paribas Call 120 6MK 16.01.20.../ DE000PC1LL26 /
| 05/07/2024 21:50:33 |
Chg.+0.080 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
+4.52% |
1.840
Bid Size: 18,500 |
1.860
Ask Size: 18,500 |
MERCK CO. D... |
120.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LL2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
-0.33 |
| Time value: |
1.86 |
| Break-even: |
138.60 |
| Moneyness: |
0.97 |
| Premium: |
0.19 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
3.78 |
| Rho: |
0.79 |
Quote data
| Open: |
1.770 |
| High: |
1.850 |
| Low: |
1.760 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.14% |
| 1 Month |
|
|
-13.95% |
| 3 Months |
|
|
-11.48% |
| YTD |
|
|
+85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.770 |
| 1M High / 1M Low: |
2.350 |
1.770 |
| 6M High / 6M Low: |
2.350 |
1.450 |
| High (YTD): |
24/06/2024 |
2.350 |
| Low (YTD): |
02/01/2024 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.97% |
| Volatility 6M: |
|
70.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
