BNP Paribas Call 160 6MK 16.01.2026
/ DE000PC7Z838
BNP Paribas Call 160 6MK 16.01.20.../ DE000PC7Z838 /
2024-06-26 9:50:42 PM |
Chg.-0.030 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-4.76% |
0.590 Bid Size: 39,000 |
0.610 Ask Size: 39,000 |
MERCK CO. D... |
160.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC7Z83 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-09 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.16 |
Parity: |
-3.59 |
Time value: |
0.65 |
Break-even: |
166.50 |
Moneyness: |
0.78 |
Premium: |
0.34 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
3.17% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
5.93 |
Rho: |
0.50 |
Quote data
Open: |
0.630 |
High: |
0.650 |
Low: |
0.600 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.43% |
1 Month |
|
|
+5.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.460 |
1M High / 1M Low: |
0.630 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |