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

Frankfurt Zert./BNP
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:   -