BNP Paribas Call 200 A 16.01.2026/  DE000PC6L467  /

Frankfurt Zert./BNP
06/09/2024  21:50:38 Chg.-0.010 Bid21:59:08 Ask21:59:08 Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.420
Bid Size: 7,143
0.440
Ask Size: 6,900
Agilent Technologies 200.00 USD 16/01/2026 Call
 

Master data

WKN: PC6L46
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 16/01/2026
Issue date: 14/03/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.13
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -5.67
Time value: 0.44
Break-even: 184.82
Moneyness: 0.69
Premium: 0.49
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.21
Theta: -0.01
Omega: 6.02
Rho: 0.30
 

Quote data

Open: 0.410
High: 0.450
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -19.23%
3 Months
  -14.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.420
1M High / 1M Low: 0.550 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -