BNP Paribas Call 120 6MK 19.12.2025
/ DE000PC1LLQ6
BNP Paribas Call 120 6MK 19.12.20.../ DE000PC1LLQ6 /
6/27/2024 9:50:43 PM |
Chg.-0.150 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.090EUR |
-6.70% |
2.110 Bid Size: 17,000 |
2.120 Ask Size: 17,000 |
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: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.30 |
Historic volatility: |
0.16 |
Parity: |
0.31 |
Time value: |
1.92 |
Break-even: |
142.30 |
Moneyness: |
1.03 |
Premium: |
0.16 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.45% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
3.62 |
Rho: |
0.86 |
Quote data
Open: |
2.180 |
High: |
2.240 |
Low: |
1.930 |
Previous Close: |
2.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.42% |
1 Month |
|
|
+14.21% |
3 Months |
|
|
-9.91% |
YTD |
|
|
+115.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.310 |
2.090 |
1M High / 1M Low: |
2.310 |
1.770 |
6M High / 6M Low: |
2.320 |
0.970 |
High (YTD): |
3/28/2024 |
2.320 |
Low (YTD): |
1/2/2024 |
1.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.888 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.24% |
Volatility 6M: |
|
75.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |