BNP Paribas Call 110 6MK 19.12.2025
/ DE000PC1LLL7
BNP Paribas Call 110 6MK 19.12.20.../ DE000PC1LLL7 /
| 6/28/2024 9:50:43 PM |
Chg.-0.240 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.480EUR |
-8.82% |
2.290
Bid Size: 16,500 |
2.300
Ask Size: 16,500 |
MERCK CO. D... |
110.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
PC1LLL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
0.56 |
| Time value: |
1.77 |
| Break-even: |
133.30 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
3.36 |
| Rho: |
0.81 |
Quote data
| Open: |
2.740 |
| High: |
2.790 |
| Low: |
2.480 |
| Previous Close: |
2.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.82% |
| 1 Month |
|
|
+2.06% |
| 3 Months |
|
|
-15.65% |
| YTD |
|
|
+81.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.960 |
2.480 |
| 1M High / 1M Low: |
2.960 |
2.330 |
| 6M High / 6M Low: |
2.960 |
1.370 |
| High (YTD): |
6/24/2024 |
2.960 |
| Low (YTD): |
1/2/2024 |
1.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.50% |
| Volatility 6M: |
|
66.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
