BNP Paribas Call 90 6MK 16.01.2026
/ DE000PC1LLV6
BNP Paribas Call 90 6MK 16.01.202.../ DE000PC1LLV6 /
02/08/2024 17:21:30 |
Chg.+0.080 |
Bid17:33:26 |
Ask17:33:26 |
Underlying |
Strike price |
Expiration date |
Option type |
2.810EUR |
+2.93% |
2.770 Bid Size: 33,000 |
2.790 Ask Size: 33,000 |
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: |
3.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.21 |
Intrinsic value: |
1.55 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
1.55 |
Time value: |
1.21 |
Break-even: |
117.60 |
Moneyness: |
1.17 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.73% |
Delta: |
0.76 |
Theta: |
-0.02 |
Omega: |
2.92 |
Rho: |
0.77 |
Quote data
Open: |
2.690 |
High: |
2.910 |
Low: |
2.670 |
Previous Close: |
2.730 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-24.26% |
1 Month |
|
|
-29.75% |
3 Months |
|
|
-31.30% |
YTD |
|
|
+13.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.900 |
2.670 |
1M High / 1M Low: |
4.000 |
2.670 |
6M High / 6M Low: |
4.470 |
2.670 |
High (YTD): |
24/06/2024 |
4.470 |
Low (YTD): |
31/07/2024 |
2.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.186 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.651 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.932 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.52% |
Volatility 6M: |
|
56.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |