BNP Paribas Call 95 6MK 16.01.2026
/ DE000PC1LLW4
BNP Paribas Call 95 6MK 16.01.202.../ DE000PC1LLW4 /
2024-08-01 9:09:38 AM |
Chg.-0.16 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.39EUR |
-6.27% |
- Bid Size: - |
- Ask Size: - |
MERCK CO. D... |
95.00 - |
2026-01-16 |
Call |
Master data
WKN: |
PC1LLW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
0.95 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
0.95 |
Time value: |
1.40 |
Break-even: |
118.50 |
Moneyness: |
1.10 |
Premium: |
0.13 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.86% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
3.19 |
Rho: |
0.75 |
Quote data
Open: |
2.39 |
High: |
2.39 |
Low: |
2.39 |
Previous Close: |
2.55 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.01% |
1 Month |
|
|
-33.43% |
3 Months |
|
|
-36.44% |
YTD |
|
|
+10.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.55 |
2.39 |
1M High / 1M Low: |
3.67 |
2.39 |
6M High / 6M Low: |
4.09 |
2.39 |
High (YTD): |
2024-06-25 |
4.09 |
Low (YTD): |
2024-08-01 |
2.39 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.11% |
Volatility 6M: |
|
66.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |