BNP Paribas Call 60 KR 16.01.2026/  DE000PC1MA69  /

Frankfurt Zert./BNP
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:   -