BNP Paribas Call 120 6MK 19.12.2025
/ DE000PC1LLQ6
BNP Paribas Call 120 6MK 19.12.20.../ DE000PC1LLQ6 /
| 2024-09-05 9:50:38 PM |
Chg.+0.160 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+15.69% |
1.170
Bid Size: 24,500 |
1.180
Ask Size: 24,500 |
MERCK CO. D... |
120.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1LLQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-1.55 |
| Time value: |
1.04 |
| Break-even: |
130.40 |
| Moneyness: |
0.87 |
| Premium: |
0.25 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
4.63 |
| Rho: |
0.49 |
Quote data
| Open: |
1.020 |
| High: |
1.230 |
| Low: |
1.010 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.51% |
| 1 Month |
|
|
+24.21% |
| 3 Months |
|
|
-42.44% |
| YTD |
|
|
+21.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.020 |
| 1M High / 1M Low: |
1.200 |
0.930 |
| 6M High / 6M Low: |
2.320 |
0.930 |
| High (YTD): |
2024-03-28 |
2.320 |
| Low (YTD): |
2024-08-06 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.762 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.07% |
| Volatility 6M: |
|
93.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
