BNP Paribas Call 120 6MK 19.12.2025
/ DE000PC1LLQ6
BNP Paribas Call 120 6MK 19.12.20.../ DE000PC1LLQ6 /
| 7/30/2024 9:50:39 PM |
Chg.-0.710 |
Bid9:51:33 PM |
Ask9:51:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-38.17% |
1.130
Bid Size: 25,000 |
1.140
Ask Size: 25,000 |
MERCK CO. D... |
120.00 - |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
-0.19 |
| Time value: |
1.86 |
| Break-even: |
138.60 |
| Moneyness: |
0.98 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
3.86 |
| Rho: |
0.74 |
Quote data
| Open: |
1.840 |
| High: |
1.910 |
| Low: |
1.050 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.45% |
| 1 Month |
|
|
-38.50% |
| 3 Months |
|
|
-46.51% |
| YTD |
|
|
+18.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.860 |
1.630 |
| 1M High / 1M Low: |
1.980 |
1.630 |
| 6M High / 6M Low: |
2.320 |
1.560 |
| High (YTD): |
3/28/2024 |
2.320 |
| Low (YTD): |
1/2/2024 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.952 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.08% |
| Volatility 6M: |
|
74.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
