BNP Paribas Call 120 A 19.12.2025
/ DE000PC1LW64
BNP Paribas Call 120 A 19.12.2025/ DE000PC1LW64 /
2024-06-24 6:50:31 PM |
Chg.+0.230 |
Bid6:54:24 PM |
Ask6:54:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.210EUR |
+7.72% |
3.210 Bid Size: 10,200 |
3.220 Ask Size: 10,200 |
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: |
4.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.50 |
Intrinsic value: |
1.24 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
1.24 |
Time value: |
1.74 |
Break-even: |
142.08 |
Moneyness: |
1.11 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
3.02 |
Rho: |
0.89 |
Quote data
Open: |
2.970 |
High: |
3.280 |
Low: |
2.970 |
Previous Close: |
2.980 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.03% |
1 Month |
|
|
-25.69% |
3 Months |
|
|
-23.57% |
YTD |
|
|
-12.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.060 |
2.840 |
1M High / 1M Low: |
4.330 |
2.730 |
6M High / 6M Low: |
4.670 |
2.730 |
High (YTD): |
2024-05-20 |
4.670 |
Low (YTD): |
2024-06-14 |
2.730 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.944 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.554 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.28% |
Volatility 6M: |
|
72.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |