BNP Paribas Call 135 6MK 17.01.2025
/ DE000PC4AJL8
BNP Paribas Call 135 6MK 17.01.20.../ DE000PC4AJL8 /
| 9/18/2024 6:05:26 PM |
Chg.+0.010 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.120
Bid Size: 100,000 |
0.130
Ask Size: 100,000 |
MERCK CO. D... |
135.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PC4AJL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
81.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
-2.86 |
| Time value: |
0.13 |
| Break-even: |
136.30 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
11.20 |
| Rho: |
0.04 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+48.15% |
| 3 Months |
|
|
-77.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.072 |
| 1M High / 1M Low: |
0.140 |
0.072 |
| 6M High / 6M Low: |
0.900 |
0.072 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.93% |
| Volatility 6M: |
|
239.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
