BNP Paribas Call 130 6MK 19.12.20.../  DE000PC1LLT0  /

Frankfurt Zert./BNP
31/07/2024  09:50:34 Chg.-0.020 Bid10:11:26 Ask10:11:26 Underlying Strike price Expiration date Option type
0.740EUR -2.63% 0.760
Bid Size: 33,500
0.770
Ask Size: 33,500
MERCK CO. D... 130.00 - 19/12/2025 Call
 

Master data

WKN: PC1LLT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 19/12/2025
Issue date: 11/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.40
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -2.34
Time value: 0.74
Break-even: 137.40
Moneyness: 0.82
Premium: 0.29
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.38
Theta: -0.02
Omega: 5.41
Rho: 0.45
 

Quote data

Open: 0.740
High: 0.750
Low: 0.730
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -39.84%
1 Month
  -45.59%
3 Months
  -54.32%
YTD  
+13.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 0.760
1M High / 1M Low: 1.450 0.760
6M High / 6M Low: 1.770 0.760
High (YTD): 28/03/2024 1.770
Low (YTD): 30/07/2024 0.760
52W High: - -
52W Low: - -
Avg. price 1W:   1.164
Avg. volume 1W:   0.000
Avg. price 1M:   1.260
Avg. volume 1M:   0.000
Avg. price 6M:   1.439
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.10%
Volatility 6M:   106.61%
Volatility 1Y:   -
Volatility 3Y:   -