BNP Paribas Call 95 6MK 16.01.2026
/ DE000PC1LLW4
BNP Paribas Call 95 6MK 16.01.202.../ DE000PC1LLW4 /
| 08/10/2024 09:15:19 |
Chg.-0.06 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
-3.05% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
95.00 - |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
0.39 |
| Time value: |
1.54 |
| Break-even: |
114.30 |
| Moneyness: |
1.04 |
| Premium: |
0.16 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
3.37 |
| Rho: |
0.58 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.32% |
| 1 Month |
|
|
-21.40% |
| 3 Months |
|
|
-43.66% |
| YTD |
|
|
-11.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
1.91 |
| 1M High / 1M Low: |
2.68 |
1.91 |
| 6M High / 6M Low: |
4.09 |
1.91 |
| High (YTD): |
25/06/2024 |
4.09 |
| Low (YTD): |
08/10/2024 |
1.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.98% |
| Volatility 6M: |
|
69.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
