BNP Paribas Call 60 KR 16.01.2026
/ DE000PC1MA69
BNP Paribas Call 60 KR 16.01.2026/ DE000PC1MA69 /
2025-01-15 2:55:22 PM |
Chg.+0.020 |
Bid2025-01-15 |
Ask2025-01-15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
+2.74% |
0.750 Bid Size: 33,000 |
0.760 Ask Size: 33,000 |
Kroger Co |
60.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1MA6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Kroger Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.22 |
Parity: |
-0.19 |
Time value: |
0.74 |
Break-even: |
67.40 |
Moneyness: |
0.97 |
Premium: |
0.16 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.37% |
Delta: |
0.56 |
Theta: |
-0.01 |
Omega: |
4.41 |
Rho: |
0.25 |
Quote data
Open: |
0.730 |
High: |
0.750 |
Low: |
0.730 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.64% |
1 Month |
|
|
-14.77% |
3 Months |
|
|
+36.36% |
YTD |
|
|
-13.79% |
1 Year |
|
|
+134.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.660 |
1M High / 1M Low: |
0.890 |
0.660 |
6M High / 6M Low: |
0.950 |
0.380 |
High (YTD): |
2025-01-02 |
0.860 |
Low (YTD): |
2025-01-08 |
0.660 |
52W High: |
2024-12-12 |
0.950 |
52W Low: |
2024-02-07 |
0.270 |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.788 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.613 |
Avg. volume 6M: |
|
39.370 |
Avg. price 1Y: |
|
0.587 |
Avg. volume 1Y: |
|
19.685 |
Volatility 1M: |
|
73.42% |
Volatility 6M: |
|
112.74% |
Volatility 1Y: |
|
109.08% |
Volatility 3Y: |
|
- |