BNP Paribas Call 140 6MK 16.01.2026
/ DE000PC254Q9
BNP Paribas Call 140 6MK 16.01.20.../ DE000PC254Q9 /
| 30/07/2024 08:40:27 |
Chg.+0.090 |
Bid21:40:29 |
Ask21:40:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+10.34% |
0.520
Bid Size: 89,000 |
0.530
Ask Size: 89,000 |
MERCK CO. D... |
140.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC254Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
10/01/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-2.19 |
| Time value: |
0.99 |
| Break-even: |
149.90 |
| Moneyness: |
0.84 |
| Premium: |
0.27 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
5.03 |
| Rho: |
0.59 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.94% |
| 1 Month |
|
|
-17.24% |
| 3 Months |
|
|
-21.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.790 |
| 1M High / 1M Low: |
1.050 |
0.790 |
| 6M High / 6M Low: |
1.390 |
0.790 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.44% |
| Volatility 6M: |
|
104.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
