BNP Paribas Call 105 6MK 19.12.2025
/ DE000PC1LLK9
BNP Paribas Call 105 6MK 19.12.20.../ DE000PC1LLK9 /
| 30/07/2024 14:50:36 |
Chg.-0.390 |
Bid14:51:52 |
Ask30/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
-13.98% |
2.410
Bid Size: 16,000 |
-
Ask Size: - |
MERCK CO. D... |
105.00 - |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
1.31 |
| Time value: |
1.50 |
| Break-even: |
133.10 |
| Moneyness: |
1.12 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.07 |
| Rho: |
0.81 |
Quote data
| Open: |
2.770 |
| High: |
2.840 |
| Low: |
2.400 |
| Previous Close: |
2.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.14% |
| 1 Month |
|
|
-14.59% |
| 3 Months |
|
|
-22.58% |
| YTD |
|
|
+49.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.530 |
| 1M High / 1M Low: |
2.930 |
2.530 |
| 6M High / 6M Low: |
3.320 |
2.390 |
| High (YTD): |
24/06/2024 |
3.320 |
| Low (YTD): |
02/01/2024 |
1.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.31% |
| Volatility 6M: |
|
58.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
