BNP Paribas Call 85 6MK 16.01.2026
/ DE000PC1LLU8
BNP Paribas Call 85 6MK 16.01.202.../ DE000PC1LLU8 /
| 09/07/2024 09:20:05 |
Chg.-0.08 |
Bid12:42:26 |
Ask12:42:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.14EUR |
-1.90% |
4.14
Bid Size: 13,500 |
4.16
Ask Size: 13,500 |
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: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
3.11 |
| Time value: |
1.05 |
| Break-even: |
126.60 |
| Moneyness: |
1.37 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
2.35 |
| Rho: |
0.86 |
Quote data
| Open: |
4.14 |
| High: |
4.14 |
| Low: |
4.14 |
| Previous Close: |
4.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.83% |
| 1 Month |
|
|
-7.17% |
| 3 Months |
|
|
-3.50% |
| YTD |
|
|
+48.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.44 |
4.14 |
| 1M High / 1M Low: |
4.87 |
4.09 |
| 6M High / 6M Low: |
4.87 |
3.55 |
| High (YTD): |
25/06/2024 |
4.87 |
| Low (YTD): |
02/01/2024 |
3.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.22% |
| Volatility 6M: |
|
44.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
