BNP Paribas Call 55 K 16.01.2026
/ DE000PC1L385
BNP Paribas Call 55 K 16.01.2026/ DE000PC1L385 /
| 7/29/2024 9:11:46 AM |
Chg.+0.020 |
Bid11:06:41 AM |
Ask11:06:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+2.86% |
0.710
Bid Size: 12,000 |
0.730
Ask Size: 12,000 |
Kellanova Co |
55.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1L38 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
0.23 |
| Time value: |
0.49 |
| Break-even: |
57.88 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
5.23 |
| Rho: |
0.45 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-6.49% |
| 3 Months |
|
|
-15.29% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.660 |
| 1M High / 1M Low: |
0.810 |
0.640 |
| 6M High / 6M Low: |
1.150 |
0.570 |
| High (YTD): |
5/15/2024 |
1.150 |
| Low (YTD): |
2/12/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.796 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.80% |
| Volatility 6M: |
|
103.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
