BNP Paribas Call 150 6MK 16.01.2026
/ DE000PC4AJM6
BNP Paribas Call 150 6MK 16.01.20.../ DE000PC4AJM6 /
| 7/30/2024 9:50:38 PM |
Chg.-0.340 |
Bid9:57:04 PM |
Ask9:57:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-50.00% |
0.320
Bid Size: 50,000 |
0.330
Ask Size: 50,000 |
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: |
17.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-3.19 |
| Time value: |
0.69 |
| Break-even: |
156.90 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
5.68 |
| Rho: |
0.47 |
Quote data
| Open: |
0.660 |
| High: |
0.690 |
| Low: |
0.300 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.33% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-60.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.340 |
| 1M High / 1M Low: |
0.740 |
0.340 |
| 6M High / 6M Low: |
0.970 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.41% |
| Volatility 6M: |
|
131.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
