BNP Paribas Call 125 6MK 19.12.2025
/ DE000PC1LLR4
BNP Paribas Call 125 6MK 19.12.20.../ DE000PC1LLR4 /
| 2024-06-21 9:50:27 PM |
Chg.+0.040 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
+2.23% |
1.850
Bid Size: 17,500 |
1.860
Ask Size: 17,500 |
MERCK CO. D... |
125.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1LLR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-0.27 |
| Time value: |
1.86 |
| Break-even: |
143.60 |
| Moneyness: |
0.98 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
3.97 |
| Rho: |
0.83 |
Quote data
| Open: |
1.800 |
| High: |
1.860 |
| Low: |
1.760 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
-4.19% |
| 3 Months |
|
|
+19.61% |
| YTD |
|
|
+128.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.640 |
| 1M High / 1M Low: |
1.920 |
1.510 |
| 6M High / 6M Low: |
2.030 |
0.760 |
| High (YTD): |
2024-03-28 |
2.030 |
| Low (YTD): |
2024-01-02 |
0.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.736 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.43% |
| Volatility 6M: |
|
80.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
