BNP Paribas Call 150 6MK 16.01.20.../  DE000PC4AJM6  /

Frankfurt Zert./BNP
7/5/2024  9:50:36 PM Chg.+0.030 Bid9:51:36 PM Ask9:51:36 PM Underlying Strike price Expiration date Option type
0.640EUR +4.92% 0.640
Bid Size: 37,000
0.660
Ask Size: 37,000
MERCK CO. D... 150.00 - 1/16/2026 Call
 

Master data

WKN: PC4AJM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 1/16/2026
Issue date: 1/31/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.68
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -3.33
Time value: 0.66
Break-even: 156.60
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.32
Theta: -0.01
Omega: 5.70
Rho: 0.47
 

Quote data

Open: 0.600
High: 0.640
Low: 0.600
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -21.95%
3 Months
  -23.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.610
1M High / 1M Low: 0.920 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.662
Avg. volume 1W:   0.000
Avg. price 1M:   0.764
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -