BNP Paribas Call 60 K 16.01.2026
/ DE000PC1L393
BNP Paribas Call 60 K 16.01.2026/ DE000PC1L393 /
8/5/2024 8:43:37 AM |
Chg.+0.080 |
Bid8/5/2024 |
Ask8/5/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+11.11% |
0.800 Bid Size: 3,750 |
- Ask Size: - |
Kellanova Co |
60.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1L39 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Kellanova Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 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: |
7.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
0.27 |
Time value: |
0.53 |
Break-even: |
62.99 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
5.18 |
Rho: |
0.49 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.720 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+60.00% |
1 Month |
|
|
+63.27% |
3 Months |
|
|
-3.61% |
YTD |
|
|
+77.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.490 |
1M High / 1M Low: |
0.720 |
0.440 |
6M High / 6M Low: |
0.870 |
0.390 |
High (YTD): |
5/15/2024 |
0.870 |
Low (YTD): |
2/8/2024 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.548 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.504 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.580 |
Avg. volume 6M: |
|
20.472 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.60% |
Volatility 6M: |
|
130.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |