BNP Paribas Call 120 A 19.12.2025
/ DE000PC1LW64
BNP Paribas Call 120 A 19.12.2025/ DE000PC1LW64 /
| 2024-09-25 9:50:35 PM |
Chg.-0.150 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
-4.84% |
2.940
Bid Size: 5,100 |
2.950
Ask Size: 5,100 |
Agilent Technologies |
120.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC1LW6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.95 |
| Time value: |
1.17 |
| Break-even: |
138.43 |
| Moneyness: |
1.18 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
3.15 |
| Rho: |
0.83 |
Quote data
| Open: |
3.070 |
| High: |
3.110 |
| Low: |
2.940 |
| Previous Close: |
3.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.67% |
| 1 Month |
|
|
-6.35% |
| 3 Months |
|
|
-4.22% |
| YTD |
|
|
-19.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
2.960 |
| 1M High / 1M Low: |
3.310 |
2.790 |
| 6M High / 6M Low: |
4.670 |
2.320 |
| High (YTD): |
2024-05-20 |
4.670 |
| Low (YTD): |
2024-07-09 |
2.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.43% |
| Volatility 6M: |
|
76.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
