BNP Paribas Call 115 6MK 19.12.2025
/ DE000PC1LLP8
BNP Paribas Call 115 6MK 19.12.20.../ DE000PC1LLP8 /
| 2024-09-25 9:18:14 AM |
Chg.-0.06 |
Bid12:06:42 PM |
Ask12:06:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-5.04% |
1.13
Bid Size: 25,000 |
1.15
Ask Size: 25,000 |
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: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-1.23 |
| Time value: |
1.15 |
| Break-even: |
126.50 |
| Moneyness: |
0.89 |
| Premium: |
0.23 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
4.38 |
| Rho: |
0.48 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.12% |
| 1 Month |
|
|
-14.39% |
| 3 Months |
|
|
-57.20% |
| YTD |
|
|
-0.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.19 |
| 1M High / 1M Low: |
1.42 |
1.19 |
| 6M High / 6M Low: |
2.68 |
1.14 |
| High (YTD): |
2024-03-28 |
2.68 |
| Low (YTD): |
2024-08-07 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.68% |
| Volatility 6M: |
|
94.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
