BNP Paribas Call 115 6MK 19.12.2025
/ DE000PC1LLP8
BNP Paribas Call 115 6MK 19.12.20.../ DE000PC1LLP8 /
| 2024-06-21 9:50:38 PM |
Chg.+0.050 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.430EUR |
+2.10% |
2.450
Bid Size: 15,500 |
2.460
Ask Size: 15,500 |
MERCK CO. D... |
115.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1LLP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.16 |
| Parity: |
0.73 |
| Time value: |
1.73 |
| Break-even: |
139.60 |
| Moneyness: |
1.06 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.43 |
| Rho: |
0.89 |
Quote data
| Open: |
2.390 |
| High: |
2.470 |
| Low: |
2.350 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.74% |
| 1 Month |
|
|
-2.41% |
| 3 Months |
|
|
+18.54% |
| YTD |
|
|
+109.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
2.210 |
| 1M High / 1M Low: |
2.530 |
2.040 |
| 6M High / 6M Low: |
2.620 |
1.100 |
| High (YTD): |
2024-03-28 |
2.620 |
| Low (YTD): |
2024-01-02 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.309 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.73% |
| Volatility 6M: |
|
69.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
