BNP Paribas Call 125 6MK 19.12.2025
/ DE000PC1LLR4
BNP Paribas Call 125 6MK 19.12.20.../ DE000PC1LLR4 /
| 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: |
|
- |
