BNP Paribas Call 120 6MK 19.12.2025
/ DE000PC1LLQ6
BNP Paribas Call 120 6MK 19.12.20.../ DE000PC1LLQ6 /
| 2024-06-21 9:50:37 PM |
Chg.+0.050 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+2.42% |
2.140
Bid Size: 16,500 |
2.150
Ask Size: 16,500 |
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: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
0.23 |
| Time value: |
1.92 |
| Break-even: |
141.50 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.69 |
| Rho: |
0.86 |
Quote data
| Open: |
2.080 |
| High: |
2.150 |
| Low: |
2.040 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.95% |
| 1 Month |
|
|
-3.20% |
| 3 Months |
|
|
+19.77% |
| YTD |
|
|
+118.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.910 |
| 1M High / 1M Low: |
2.210 |
1.770 |
| 6M High / 6M Low: |
2.320 |
0.920 |
| High (YTD): |
2024-03-28 |
2.320 |
| Low (YTD): |
2024-01-02 |
1.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.012 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.869 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.10% |
| Volatility 6M: |
|
75.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
