BNP Paribas Call 110 6MK 19.12.20.../  DE000PC1LLL7  /

Frankfurt Zert./BNP
24/07/2024  21:50:43 Chg.+0.090 Bid08:05:07 Ask08:05:07 Underlying Strike price Expiration date Option type
2.300EUR +4.07% 2.320
Bid Size: 4,125
2.340
Ask Size: 4,125
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: 5.21
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.46
Implied volatility: 0.32
Historic volatility: 0.16
Parity: 0.46
Time value: 1.74
Break-even: 132.00
Moneyness: 1.04
Premium: 0.15
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.46%
Delta: 0.67
Theta: -0.02
Omega: 3.48
Rho: 0.77
 

Quote data

Open: 2.170
High: 2.320
Low: 2.160
Previous Close: 2.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.07%
1 Month
  -22.03%
3 Months
  -19.86%
YTD  
+67.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.320 2.210
1M High / 1M Low: 2.950 2.210
6M High / 6M Low: 2.960 2.070
High (YTD): 24/06/2024 2.960
Low (YTD): 02/01/2024 1.640
52W High: - -
52W Low: - -
Avg. price 1W:   2.266
Avg. volume 1W:   0.000
Avg. price 1M:   2.446
Avg. volume 1M:   0.000
Avg. price 6M:   2.539
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.57%
Volatility 6M:   62.75%
Volatility 1Y:   -
Volatility 3Y:   -