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: |
|
- |