BNP Paribas Call 125 6MK 19.12.20.../  DE000PC1LLR4  /

Frankfurt Zert./BNP
31/07/2024  09:50:35 Chg.-0.030 Bid10:00:26 Ask09:55:10 Underlying Strike price Expiration date Option type
0.910EUR -3.19% 0.930
Bid Size: 7,250
-
Ask Size: -
MERCK CO. D... 125.00 - 19/12/2025 Call
 

Master data

WKN: PC1LLR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.71
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -1.84
Time value: 0.91
Break-even: 134.10
Moneyness: 0.85
Premium: 0.26
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.43
Theta: -0.02
Omega: 5.03
Rho: 0.51
 

Quote data

Open: 0.920
High: 0.920
Low: 0.900
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.67%
1 Month
  -43.13%
3 Months
  -51.34%
YTD  
+13.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.600 0.940
1M High / 1M Low: 1.700 0.940
6M High / 6M Low: 2.030 0.940
High (YTD): 28/03/2024 2.030
Low (YTD): 30/07/2024 0.940
52W High: - -
52W Low: - -
Avg. price 1W:   1.386
Avg. volume 1W:   0.000
Avg. price 1M:   1.493
Avg. volume 1M:   0.000
Avg. price 6M:   1.682
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.90%
Volatility 6M:   98.71%
Volatility 1Y:   -
Volatility 3Y:   -