BNP Paribas Call 100 6MK 19.12.2025
/ DE000PC1LLJ1
BNP Paribas Call 100 6MK 19.12.20.../ DE000PC1LLJ1 /
2024-06-21 9:50:27 PM |
Chg.+0.050 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.460EUR |
+1.47% |
3.480 Bid Size: 13,500 |
3.500 Ask Size: 13,500 |
MERCK CO. D... |
100.00 - |
2025-12-19 |
Call |
Master data
WKN: |
PC1LLJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.84 |
Intrinsic value: |
2.23 |
Implied volatility: |
0.35 |
Historic volatility: |
0.16 |
Parity: |
2.23 |
Time value: |
1.28 |
Break-even: |
135.10 |
Moneyness: |
1.22 |
Premium: |
0.11 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.57% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
2.76 |
Rho: |
0.92 |
Quote data
Open: |
3.410 |
High: |
3.510 |
Low: |
3.370 |
Previous Close: |
3.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.59% |
1 Month |
|
|
-1.14% |
3 Months |
|
|
+16.50% |
YTD |
|
|
+85.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.460 |
3.220 |
1M High / 1M Low: |
3.560 |
2.980 |
6M High / 6M Low: |
3.630 |
1.790 |
High (YTD): |
2024-03-28 |
3.630 |
Low (YTD): |
2024-01-02 |
2.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.310 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.088 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
54.48% |
Volatility 6M: |
|
55.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |