BNP Paribas Call 130 6MK 16.01.2026
/ DE000PC1LL42
BNP Paribas Call 130 6MK 16.01.20.../ DE000PC1LL42 /
| 10/18/2024 9:50:30 AM |
Chg.0.000 |
Bid10:01:10 AM |
Ask10:01:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
0.00% |
0.470
Bid Size: 12,125 |
0.490
Ask Size: 12,125 |
MERCK CO. D... |
130.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-2.87 |
| Time value: |
0.48 |
| Break-even: |
134.80 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
6.16 |
| Rho: |
0.31 |
Quote data
| Open: |
0.460 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
-40.74% |
| 3 Months |
|
|
-60.33% |
| YTD |
|
|
-30.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.460 |
| 1M High / 1M Low: |
0.810 |
0.440 |
| 6M High / 6M Low: |
1.780 |
0.440 |
| High (YTD): |
3/28/2024 |
1.810 |
| Low (YTD): |
10/8/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.64% |
| Volatility 6M: |
|
113.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
