BNP Paribas Call 100 6MK 19.12.2025
/ DE000PC1LLJ1
BNP Paribas Call 100 6MK 19.12.20.../ DE000PC1LLJ1 /
| 7/5/2024 9:50:28 PM |
Chg.+0.090 |
Bid9:58:41 PM |
Ask9:58:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.080EUR |
+3.01% |
3.080
Bid Size: 14,500 |
3.100
Ask Size: 14,500 |
MERCK CO. D... |
100.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
PC1LLJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
1.67 |
| Time value: |
1.43 |
| Break-even: |
131.00 |
| Moneyness: |
1.17 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.85 |
| Rho: |
0.83 |
Quote data
| Open: |
2.980 |
| High: |
3.080 |
| Low: |
2.980 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
-10.20% |
| 3 Months |
|
|
-7.23% |
| YTD |
|
|
+64.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.290 |
2.990 |
| 1M High / 1M Low: |
3.680 |
2.990 |
| 6M High / 6M Low: |
3.680 |
2.480 |
| High (YTD): |
6/24/2024 |
3.680 |
| Low (YTD): |
1/2/2024 |
2.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.158 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.24% |
| Volatility 6M: |
|
52.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
