BNP Paribas Call 110 6MK 19.12.2025
/ DE000PC1LLL7
BNP Paribas Call 110 6MK 19.12.20.../ DE000PC1LLL7 /
8/28/2024 9:50:37 PM |
Chg.+0.100 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
+6.67% |
1.590 Bid Size: 20,500 |
1.600 Ask Size: 20,500 |
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: |
6.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
-0.58 |
Time value: |
1.53 |
Break-even: |
125.30 |
Moneyness: |
0.95 |
Premium: |
0.20 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
0.66% |
Delta: |
0.57 |
Theta: |
-0.02 |
Omega: |
3.87 |
Rho: |
0.57 |
Quote data
Open: |
1.530 |
High: |
1.630 |
Low: |
1.490 |
Previous Close: |
1.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.90% |
1 Month |
|
|
-30.43% |
3 Months |
|
|
-33.88% |
YTD |
|
|
+16.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.580 |
1.500 |
1M High / 1M Low: |
2.470 |
1.360 |
6M High / 6M Low: |
2.960 |
1.360 |
High (YTD): |
6/24/2024 |
2.960 |
Low (YTD): |
8/6/2024 |
1.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.523 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.371 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.83% |
Volatility 6M: |
|
80.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |