BNP Paribas Call 200 A 16.01.2026/  DE000PC6L467  /

Frankfurt Zert./BNP
2024-12-20  9:55:22 PM Chg.+0.010 Bid2024-12-20 Ask2024-12-20 Underlying Strike price Expiration date Option type
0.280EUR +3.70% 0.280
Bid Size: 10,000
0.300
Ask Size: 10,000
Agilent Technologies 200.00 USD 2026-01-16 Call
 

Master data

WKN: PC6L46
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-14
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.99
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -6.28
Time value: 0.30
Break-even: 194.77
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.16
Theta: -0.01
Omega: 6.86
Rho: 0.19
 

Quote data

Open: 0.270
High: 0.290
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month     0.00%
3 Months
  -28.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.260
1M High / 1M Low: 0.400 0.240
6M High / 6M Low: 0.740 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.42%
Volatility 6M:   165.80%
Volatility 1Y:   -
Volatility 3Y:   -