BNP Paribas Call 125 6MK 19.12.2025
/ DE000PC1LLR4
BNP Paribas Call 125 6MK 19.12.20.../ DE000PC1LLR4 /
| 2024-06-14 10:23:54 AM |
Chg.-0.15 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
-8.11% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
-0.40 |
| Time value: |
1.77 |
| Break-even: |
142.70 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
4.05 |
| Rho: |
0.82 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.10% |
| 1 Month |
|
|
-9.57% |
| 3 Months |
|
|
+25.93% |
| YTD |
|
|
+115.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.70 |
| 1M High / 1M Low: |
1.91 |
1.53 |
| 6M High / 6M Low: |
2.09 |
0.69 |
| High (YTD): |
2024-03-28 |
2.09 |
| Low (YTD): |
2024-01-02 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.59% |
| Volatility 6M: |
|
83.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
