BNP Paribas Call 110 6MK 19.12.2025
/ DE000PC1LLL7
BNP Paribas Call 110 6MK 19.12.20.../ DE000PC1LLL7 /
06/09/2024 17:05:27 |
Chg.+0.040 |
Bid17:14:36 |
Ask17:14:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.720EUR |
+2.38% |
1.700 Bid Size: 40,000 |
1.710 Ask Size: 40,000 |
MERCK CO. D... |
110.00 - |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-0.33 |
Time value: |
1.68 |
Break-even: |
126.80 |
Moneyness: |
0.97 |
Premium: |
0.19 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
0.59 |
Theta: |
-0.02 |
Omega: |
3.76 |
Rho: |
0.59 |
Quote data
Open: |
1.650 |
High: |
1.730 |
Low: |
1.630 |
Previous Close: |
1.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.24% |
1 Month |
|
|
+26.47% |
3 Months |
|
|
-36.06% |
YTD |
|
|
+25.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.710 |
1.480 |
1M High / 1M Low: |
1.710 |
1.360 |
6M High / 6M Low: |
2.960 |
1.360 |
High (YTD): |
24/06/2024 |
2.960 |
Low (YTD): |
06/08/2024 |
1.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.616 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.516 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.327 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.85% |
Volatility 6M: |
|
82.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |