BNP Paribas Call 105 6MK 19.12.2025
/ DE000PC1LLK9
BNP Paribas Call 105 6MK 19.12.20.../ DE000PC1LLK9 /
| 2024-06-21 9:50:40 PM |
Chg.+0.050 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.100EUR |
+1.64% |
3.120
Bid Size: 14,000 |
3.140
Ask Size: 14,000 |
MERCK CO. D... |
105.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1LLK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
1.73 |
| Time value: |
1.41 |
| Break-even: |
136.40 |
| Moneyness: |
1.16 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.64% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
2.96 |
| Rho: |
0.92 |
Quote data
| Open: |
3.060 |
| High: |
3.140 |
| Low: |
3.010 |
| Previous Close: |
3.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.03% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
+17.42% |
| YTD |
|
|
+92.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.100 |
2.870 |
| 1M High / 1M Low: |
3.200 |
2.650 |
| 6M High / 6M Low: |
3.280 |
1.540 |
| High (YTD): |
2024-03-28 |
3.280 |
| Low (YTD): |
2024-01-02 |
1.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.756 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.76% |
| Volatility 6M: |
|
59.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
