BNP Paribas Call 90 6MK 16.01.2026
/ DE000PC1LLV6
BNP Paribas Call 90 6MK 16.01.202.../ DE000PC1LLV6 /
9/6/2024 9:50:43 PM |
Chg.-0.050 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.930EUR |
-1.68% |
2.920 Bid Size: 16,000 |
2.940 Ask Size: 16,000 |
MERCK CO. D... |
90.00 - |
1/16/2026 |
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: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.24 |
Intrinsic value: |
1.67 |
Implied volatility: |
0.39 |
Historic volatility: |
0.18 |
Parity: |
1.67 |
Time value: |
1.32 |
Break-even: |
119.90 |
Moneyness: |
1.19 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.67% |
Delta: |
0.76 |
Theta: |
-0.02 |
Omega: |
2.71 |
Rho: |
0.70 |
Quote data
Open: |
2.940 |
High: |
3.050 |
Low: |
2.920 |
Previous Close: |
2.980 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.01% |
1 Month |
|
|
+12.69% |
3 Months |
|
|
-30.07% |
YTD |
|
|
+18.15% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.030 |
2.730 |
1M High / 1M Low: |
3.030 |
2.600 |
6M High / 6M Low: |
4.470 |
2.530 |
High (YTD): |
6/24/2024 |
4.470 |
Low (YTD): |
8/6/2024 |
2.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.902 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.783 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.701 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
50.98% |
Volatility 6M: |
|
60.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |