BNP Paribas Call 160 6MK 16.01.2026
/ DE000PC7Z838
BNP Paribas Call 160 6MK 16.01.20.../ DE000PC7Z838 /
| 11/13/2024 8:50:51 AM |
Chg.-0.001 |
Bid9:01:22 AM |
Ask9:01:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
-2.27% |
0.043
Bid Size: 12,500 |
0.091
Ask Size: 12,500 |
MERCK CO. D... |
160.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
4/9/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
103.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-6.55 |
| Time value: |
0.09 |
| Break-even: |
160.91 |
| Moneyness: |
0.59 |
| Premium: |
0.70 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.04 |
| Spread %: |
82.00% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
8.04 |
| Rho: |
0.08 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.043 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
-57.00% |
| 3 Months |
|
|
-77.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.044 |
| 1M High / 1M Low: |
0.110 |
0.044 |
| 6M High / 6M Low: |
0.630 |
0.044 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.50% |
| Volatility 6M: |
|
160.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
