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

Frankfurt Zert./BNP
05/07/2024  21:50:24 Chg.+0.070 Bid21:58:45 Ask21:58:45 Underlying Strike price Expiration date Option type
1.550EUR +4.73% 1.550
Bid Size: 20,000
1.560
Ask Size: 20,000
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: 7.48
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.16
Parity: -0.83
Time value: 1.56
Break-even: 140.60
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.65%
Delta: 0.55
Theta: -0.02
Omega: 4.13
Rho: 0.71
 

Quote data

Open: 1.480
High: 1.550
Low: 1.470
Previous Close: 1.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -14.84%
3 Months
  -8.28%
YTD  
+93.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.480
1M High / 1M Low: 2.010 1.480
6M High / 6M Low: 2.030 1.200
High (YTD): 28/03/2024 2.030
Low (YTD): 02/01/2024 0.990
52W High: - -
52W Low: - -
Avg. price 1W:   1.580
Avg. volume 1W:   0.000
Avg. price 1M:   1.745
Avg. volume 1M:   0.000
Avg. price 6M:   1.657
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.33%
Volatility 6M:   76.47%
Volatility 1Y:   -
Volatility 3Y:   -