BNP Paribas Call 105 6MK 19.12.2025
/ DE000PC1LLK9
BNP Paribas Call 105 6MK 19.12.20.../ DE000PC1LLK9 /
| 7/16/2024 9:20:31 AM |
Chg.+0.03 |
Bid11:58:26 AM |
Ask11:58:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
+1.08% |
2.81
Bid Size: 15,000 |
2.83
Ask Size: 15,000 |
MERCK CO. D... |
105.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
PC1LLK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.16 |
| Parity: |
1.26 |
| Time value: |
1.57 |
| Break-even: |
133.30 |
| Moneyness: |
1.12 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.02 |
| Rho: |
0.82 |
Quote data
| Open: |
2.82 |
| High: |
2.82 |
| Low: |
2.82 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.02% |
| 1 Month |
|
|
-4.08% |
| 3 Months |
|
|
-3.09% |
| YTD |
|
|
+77.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.66 |
| 1M High / 1M Low: |
3.32 |
2.62 |
| 6M High / 6M Low: |
3.34 |
2.24 |
| High (YTD): |
3/28/2024 |
3.34 |
| Low (YTD): |
1/2/2024 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
2.72 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.36% |
| Volatility 6M: |
|
61.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
