BNP Paribas Call 130 6MK 16.01.2026
/ DE000PC1LL42
BNP Paribas Call 130 6MK 16.01.20.../ DE000PC1LL42 /
| 7/16/2024 9:20:29 AM |
Chg.+0.03 |
Bid2:49:32 PM |
Ask2:49:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+2.17% |
1.40
Bid Size: 21,500 |
1.42
Ask Size: 21,500 |
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: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-1.24 |
| Time value: |
1.42 |
| Break-even: |
144.20 |
| Moneyness: |
0.90 |
| Premium: |
0.23 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.43% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
4.29 |
| Rho: |
0.70 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.46% |
| 1 Month |
|
|
-6.00% |
| 3 Months |
|
|
-8.44% |
| YTD |
|
|
+107.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.30 |
| 1M High / 1M Low: |
1.78 |
1.27 |
| 6M High / 6M Low: |
1.85 |
1.09 |
| High (YTD): |
3/28/2024 |
1.85 |
| Low (YTD): |
1/2/2024 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.86% |
| Volatility 6M: |
|
88.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
