BNP Paribas Call 105 6MK 19.12.2025
/ DE000PC1LLK9
BNP Paribas Call 105 6MK 19.12.20.../ DE000PC1LLK9 /
| 2024-09-05 2:50:44 PM |
Chg.+0.040 |
Bid2024-09-05 |
Ask2024-09-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
+2.29% |
1.790
Bid Size: 19,500 |
1.820
Ask Size: 19,500 |
MERCK CO. D... |
105.00 - |
2025-12-19 |
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: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
-0.05 |
| Time value: |
1.79 |
| Break-even: |
122.90 |
| Moneyness: |
1.00 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
3.61 |
| Rho: |
0.60 |
Quote data
| Open: |
1.760 |
| High: |
1.810 |
| Low: |
1.750 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.77% |
| 1 Month |
|
|
+9.82% |
| 3 Months |
|
|
-40.53% |
| YTD |
|
|
+11.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.750 |
| 1M High / 1M Low: |
2.010 |
1.610 |
| 6M High / 6M Low: |
3.320 |
1.610 |
| High (YTD): |
2024-06-24 |
3.320 |
| Low (YTD): |
2024-08-06 |
1.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.894 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.14% |
| Volatility 6M: |
|
74.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
