BNP Paribas Call 90 6MK 16.01.2026
/ DE000PC1LLV6
BNP Paribas Call 90 6MK 16.01.202.../ DE000PC1LLV6 /
| 7/29/2024 9:50:40 PM |
Chg.+0.190 |
Bid8:03:39 AM |
Ask8:03:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
+5.12% |
3.870
Bid Size: 3,375 |
3.930
Ask Size: 3,375 |
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: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
2.54 |
| Time value: |
1.16 |
| Break-even: |
127.00 |
| Moneyness: |
1.28 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.53 |
| Rho: |
0.83 |
Quote data
| Open: |
3.710 |
| High: |
3.900 |
| Low: |
3.690 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.03% |
| 1 Month |
|
|
-0.51% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
+57.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.610 |
| 1M High / 1M Low: |
4.050 |
3.600 |
| 6M High / 6M Low: |
4.470 |
3.400 |
| High (YTD): |
6/24/2024 |
4.470 |
| Low (YTD): |
1/2/2024 |
2.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.951 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.42% |
| Volatility 6M: |
|
45.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
