BNP Paribas Call 105 6MK 19.12.2025
/ DE000PC1LLK9
BNP Paribas Call 105 6MK 19.12.20.../ DE000PC1LLK9 /
| 2024-06-14 10:23:54 AM |
Chg.-0.18 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.94EUR |
-5.77% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
1.60 |
| Time value: |
1.42 |
| Break-even: |
135.20 |
| Moneyness: |
1.15 |
| Premium: |
0.12 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
3.02 |
| Rho: |
0.92 |
Quote data
| Open: |
2.94 |
| High: |
2.94 |
| Low: |
2.94 |
| Previous Close: |
3.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.01% |
| 1 Month |
|
|
-8.98% |
| 3 Months |
|
|
+21.99% |
| YTD |
|
|
+84.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.18 |
2.94 |
| 1M High / 1M Low: |
3.23 |
2.67 |
| 6M High / 6M Low: |
3.34 |
1.44 |
| High (YTD): |
2024-03-28 |
3.34 |
| Low (YTD): |
2024-01-02 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
2.78 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.14% |
| Volatility 6M: |
|
61.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
