BNP Paribas Call 90 6MK 16.01.2026
/ DE000PC1LLV6
BNP Paribas Call 90 6MK 16.01.202.../ DE000PC1LLV6 /
| 12/07/2024 21:50:34 |
Chg.-0.100 |
Bid21:59:35 |
Ask21:59:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.880EUR |
-2.51% |
3.890
Bid Size: 13,500 |
3.910
Ask Size: 13,500 |
MERCK CO. D... |
90.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
PC1LLV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
2.71 |
| Time value: |
1.20 |
| Break-even: |
129.10 |
| Moneyness: |
1.30 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.45 |
| Rho: |
0.86 |
Quote data
| Open: |
4.030 |
| High: |
4.070 |
| Low: |
3.880 |
| Previous Close: |
3.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.31% |
| 1 Month |
|
|
-5.60% |
| 3 Months |
|
|
-1.27% |
| YTD |
|
|
+56.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.980 |
3.760 |
| 1M High / 1M Low: |
4.470 |
3.740 |
| 6M High / 6M Low: |
4.470 |
3.200 |
| High (YTD): |
24/06/2024 |
4.470 |
| Low (YTD): |
02/01/2024 |
2.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.54% |
| Volatility 6M: |
|
44.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
