BNP Paribas Call 120 6MK 19.12.2025
/ DE000PC1LLQ6
BNP Paribas Call 120 6MK 19.12.20.../ DE000PC1LLQ6 /
2024-06-14 9:50:43 PM |
Chg.+0.010 |
Bid9:58:47 PM |
Ask9:58:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.020EUR |
+0.50% |
2.030 Bid Size: 17,000 |
2.050 Ask Size: 17,000 |
MERCK CO. D... |
120.00 - |
2025-12-19 |
Call |
Master data
WKN: |
PC1LLQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2025-12-19 |
Issue date: |
2023-12-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
0.10 |
Time value: |
1.95 |
Break-even: |
140.50 |
Moneyness: |
1.01 |
Premium: |
0.16 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.99% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
3.76 |
Rho: |
0.86 |
Quote data
Open: |
2.010 |
High: |
2.040 |
Low: |
1.940 |
Previous Close: |
2.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.91% |
1 Month |
|
|
-6.48% |
3 Months |
|
|
+27.04% |
YTD |
|
|
+108.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.210 |
2.010 |
1M High / 1M Low: |
2.210 |
1.770 |
6M High / 6M Low: |
2.320 |
0.850 |
High (YTD): |
2024-03-28 |
2.320 |
Low (YTD): |
2024-01-02 |
1.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.096 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.823 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.32% |
Volatility 6M: |
|
74.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |