BNP Paribas Call 95 6MK 19.12.2025
/ DE000PC1LLH5
BNP Paribas Call 95 6MK 19.12.202.../ DE000PC1LLH5 /
| 09/10/2024 09:17:55 |
Chg.0.00 |
Bid19:13:26 |
Ask19:13:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
0.00% |
1.96
Bid Size: 38,000 |
1.97
Ask Size: 38,000 |
MERCK CO. D... |
95.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
PC1LLH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
0.39 |
| Time value: |
1.50 |
| Break-even: |
113.90 |
| Moneyness: |
1.04 |
| Premium: |
0.15 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.42 |
| Rho: |
0.55 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.11% |
| 1 Month |
|
|
-21.58% |
| 3 Months |
|
|
-43.92% |
| YTD |
|
|
-11.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.89 |
| 1M High / 1M Low: |
2.66 |
1.89 |
| 6M High / 6M Low: |
4.07 |
1.89 |
| High (YTD): |
25/06/2024 |
4.07 |
| Low (YTD): |
08/10/2024 |
1.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.57% |
| Volatility 6M: |
|
69.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
