BNP Paribas Call 85 6MK 19.12.2025
/ DE000PC1LLF9
BNP Paribas Call 85 6MK 19.12.202.../ DE000PC1LLF9 /
| 11/12/2024 8:50:40 PM |
Chg.-0.070 |
Bid8:56:15 PM |
Ask8:56:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
-3.63% |
1.850
Bid Size: 39,000 |
1.870
Ask Size: 39,000 |
MERCK CO. D... |
85.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
PC1LLF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
0.95 |
| Time value: |
1.01 |
| Break-even: |
104.60 |
| Moneyness: |
1.11 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
3.45 |
| Rho: |
0.53 |
Quote data
| Open: |
1.940 |
| High: |
1.990 |
| Low: |
1.850 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.58% |
| 1 Month |
|
|
-29.81% |
| 3 Months |
|
|
-38.00% |
| YTD |
|
|
-33.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.930 |
| 1M High / 1M Low: |
2.780 |
1.930 |
| 6M High / 6M Low: |
4.850 |
1.930 |
| High (YTD): |
6/24/2024 |
4.850 |
| Low (YTD): |
11/11/2024 |
1.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.79% |
| Volatility 6M: |
|
61.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
