BNP Paribas Call 90 6MK 19.12.2025
/ DE000PC1LLG7
BNP Paribas Call 90 6MK 19.12.202.../ DE000PC1LLG7 /
| 7/31/2024 10:11:52 AM |
Chg.-1.03 |
Bid12:03:32 PM |
Ask12:03:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
-26.34% |
2.96
Bid Size: 15,500 |
2.98
Ask Size: 15,500 |
MERCK CO. D... |
90.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
PC1LLG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
1.66 |
| Time value: |
1.19 |
| Break-even: |
118.50 |
| Moneyness: |
1.18 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.87 |
| Rho: |
0.74 |
Quote data
| Open: |
2.88 |
| High: |
2.88 |
| Low: |
2.88 |
| Previous Close: |
3.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.87% |
| 1 Month |
|
|
-31.75% |
| 3 Months |
|
|
-31.59% |
| YTD |
|
|
+18.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.91 |
3.55 |
| 1M High / 1M Low: |
4.04 |
3.55 |
| 6M High / 6M Low: |
4.46 |
3.40 |
| High (YTD): |
6/25/2024 |
4.46 |
| Low (YTD): |
1/2/2024 |
2.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.87% |
| Volatility 6M: |
|
50.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
