BNP Paribas Call 130 6MK 16.01.2026
/ DE000PC1LL42
BNP Paribas Call 130 6MK 16.01.20.../ DE000PC1LL42 /
| 17/09/2024 09:20:57 |
Chg.+0.020 |
Bid17/09/2024 |
Ask17/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+2.60% |
0.790
Bid Size: 16,250 |
0.800
Ask Size: 16,250 |
MERCK CO. D... |
130.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LL4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-2.40 |
| Time value: |
0.79 |
| Break-even: |
137.90 |
| Moneyness: |
0.82 |
| Premium: |
0.30 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
5.10 |
| Rho: |
0.43 |
Quote data
| Open: |
0.780 |
| High: |
0.790 |
| Low: |
0.780 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.86% |
| 1 Month |
|
|
+17.91% |
| 3 Months |
|
|
-45.52% |
| YTD |
|
|
+14.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.640 |
| 1M High / 1M Low: |
0.830 |
0.640 |
| 6M High / 6M Low: |
1.810 |
0.640 |
| High (YTD): |
28/03/2024 |
1.810 |
| Low (YTD): |
11/09/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.20% |
| Volatility 6M: |
|
111.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
