BNP Paribas Call 130 6MK 19.12.2025
/ DE000PC1LLT0
BNP Paribas Call 130 6MK 19.12.20.../ DE000PC1LLT0 /
10/9/2024 7:50:27 PM |
Chg.+0.040 |
Bid8:03:32 PM |
Ask8:03:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+10.26% |
0.430 Bid Size: 100,000 |
0.440 Ask Size: 100,000 |
MERCK CO. D... |
130.00 - |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-3.11 |
Time value: |
0.40 |
Break-even: |
134.00 |
Moneyness: |
0.76 |
Premium: |
0.36 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
0.26 |
Theta: |
-0.01 |
Omega: |
6.43 |
Rho: |
0.26 |
Quote data
Open: |
0.390 |
High: |
0.430 |
Low: |
0.390 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.24% |
1 Month |
|
|
-31.75% |
3 Months |
|
|
-66.41% |
YTD |
|
|
-33.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.390 |
1M High / 1M Low: |
0.740 |
0.390 |
6M High / 6M Low: |
1.740 |
0.390 |
High (YTD): |
3/28/2024 |
1.770 |
Low (YTD): |
10/8/2024 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.428 |
Avg. volume 1W: |
|
300 |
Avg. price 1M: |
|
0.571 |
Avg. volume 1M: |
|
113.636 |
Avg. price 6M: |
|
1.139 |
Avg. volume 6M: |
|
19.231 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.15% |
Volatility 6M: |
|
114.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |