BNP Paribas Call 105 6MK 19.12.2025
/ DE000PC1LLK9
BNP Paribas Call 105 6MK 19.12.20.../ DE000PC1LLK9 /
| 9/5/2024 7:50:41 PM |
Chg.+0.280 |
Bid7:54:06 PM |
Ask7:54:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
+16.00% |
2.030
Bid Size: 36,000 |
2.040
Ask Size: 36,000 |
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: |
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: |
2.030 |
| Low: |
1.750 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.73% |
| 1 Month |
|
|
+24.54% |
| 3 Months |
|
|
-32.56% |
| YTD |
|
|
+26.09% |
| 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): |
6/24/2024 |
3.320 |
| Low (YTD): |
8/6/2024 |
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: |
|
- |
