BNP Paribas Call 95 6MK 19.12.2025
/ DE000PC1LLH5
BNP Paribas Call 95 6MK 19.12.202.../ DE000PC1LLH5 /
| 9/17/2024 9:13:23 AM |
Chg.+0.17 |
Bid8:48:46 PM |
Ask8:48:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
+7.02% |
2.57
Bid Size: 33,000 |
2.59
Ask Size: 33,000 |
MERCK CO. D... |
95.00 - |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
1.10 |
| Time value: |
1.50 |
| Break-even: |
121.00 |
| Moneyness: |
1.12 |
| Premium: |
0.14 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
2.91 |
| Rho: |
0.62 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.68% |
| 1 Month |
|
|
+13.60% |
| 3 Months |
|
|
-30.56% |
| YTD |
|
|
+21.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
2.34 |
| 1M High / 1M Low: |
2.63 |
2.30 |
| 6M High / 6M Low: |
4.07 |
2.21 |
| High (YTD): |
6/25/2024 |
4.07 |
| Low (YTD): |
8/7/2024 |
2.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.74% |
| Volatility 6M: |
|
69.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
