BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
| 27/06/2024 21:50:31 |
Chg.-0.190 |
Bid21:56:51 |
Ask21:56:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.580EUR |
-3.98% |
4.590
Bid Size: 13,000 |
4.610
Ask Size: 13,000 |
MERCK CO. D... |
85.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LLU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.29 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.16 |
| Parity: |
3.81 |
| Time value: |
1.12 |
| Break-even: |
134.30 |
| Moneyness: |
1.45 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.19 |
| Spread %: |
4.01% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
2.14 |
| Rho: |
0.87 |
Quote data
| Open: |
4.700 |
| High: |
4.760 |
| Low: |
4.370 |
| Previous Close: |
4.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.22% |
| 1 Month |
|
|
+2.00% |
| 3 Months |
|
|
-2.97% |
| YTD |
|
|
+63.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.860 |
4.570 |
| 1M High / 1M Low: |
4.860 |
4.080 |
| 6M High / 6M Low: |
4.860 |
2.690 |
| High (YTD): |
24/06/2024 |
4.860 |
| Low (YTD): |
02/01/2024 |
3.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.192 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.67% |
| Volatility 6M: |
|
43.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
