BNP Paribas Call 130 6MK 19.12.2025
/ DE000PC1LLT0
BNP Paribas Call 130 6MK 19.12.20.../ DE000PC1LLT0 /
| 05/07/2024 21:50:28 |
Chg.+0.060 |
Bid21:59:01 |
Ask21:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+4.80% |
1.310
Bid Size: 22,500 |
1.320
Ask Size: 22,500 |
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: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-1.33 |
| Time value: |
1.32 |
| Break-even: |
143.20 |
| Moneyness: |
0.90 |
| Premium: |
0.23 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
4.45 |
| Rho: |
0.66 |
Quote data
| Open: |
1.250 |
| High: |
1.310 |
| Low: |
1.240 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.68% |
| 1 Month |
|
|
-16.03% |
| 3 Months |
|
|
-15.48% |
| YTD |
|
|
+101.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.250 |
| 1M High / 1M Low: |
1.730 |
1.250 |
| 6M High / 6M Low: |
1.770 |
1.010 |
| High (YTD): |
28/03/2024 |
1.770 |
| Low (YTD): |
02/01/2024 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.493 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.419 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.58% |
| Volatility 6M: |
|
83.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
