BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
14/08/2024 09:20:20 |
Chg.+0.02 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
3.08EUR |
+0.65% |
- Bid Size: - |
- Ask Size: - |
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: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.45 |
Intrinsic value: |
1.90 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
1.90 |
Time value: |
1.19 |
Break-even: |
115.90 |
Moneyness: |
1.22 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.65% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
2.63 |
Rho: |
0.72 |
Quote data
Open: |
3.08 |
High: |
3.08 |
Low: |
3.08 |
Previous Close: |
3.06 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.01% |
1 Month |
|
|
-28.04% |
3 Months |
|
|
-30.79% |
YTD |
|
|
+10.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.15 |
2.99 |
1M High / 1M Low: |
4.32 |
2.89 |
6M High / 6M Low: |
4.87 |
2.89 |
High (YTD): |
25/06/2024 |
4.87 |
Low (YTD): |
07/08/2024 |
2.89 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.24 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.03% |
Volatility 6M: |
|
57.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |