BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
2024-08-30 9:16:07 AM |
Chg.-0.01 |
Bid2:53:46 PM |
Ask2:53:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.27EUR |
-0.30% |
3.28 Bid Size: 15,500 |
3.30 Ask Size: 15,500 |
MERCK CO. D... |
85.00 - |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.60 |
Intrinsic value: |
2.10 |
Implied volatility: |
0.40 |
Historic volatility: |
0.18 |
Parity: |
2.10 |
Time value: |
1.18 |
Break-even: |
117.80 |
Moneyness: |
1.25 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.61% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
2.55 |
Rho: |
0.70 |
Quote data
Open: |
3.27 |
High: |
3.27 |
Low: |
3.27 |
Previous Close: |
3.28 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.51% |
1 Month |
|
|
-24.13% |
3 Months |
|
|
-21.77% |
YTD |
|
|
+17.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.28 |
3.13 |
1M High / 1M Low: |
4.31 |
2.89 |
6M High / 6M Low: |
4.87 |
2.89 |
High (YTD): |
2024-06-25 |
4.87 |
Low (YTD): |
2024-08-07 |
2.89 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.13 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.93% |
Volatility 6M: |
|
57.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |