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: |
|
- |