BNP Paribas Call 95 6MK 19.12.2025
/ DE000PC1LLH5
BNP Paribas Call 95 6MK 19.12.202.../ DE000PC1LLH5 /
| 2024-09-25 9:50:35 PM |
Chg.+0.030 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.310EUR |
+1.32% |
2.280
Bid Size: 17,500 |
2.300
Ask Size: 17,500 |
MERCK CO. D... |
95.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC1LLH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
0.77 |
| Time value: |
1.54 |
| Break-even: |
118.10 |
| Moneyness: |
1.08 |
| Premium: |
0.15 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.87% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.06 |
| Rho: |
0.59 |
Quote data
| Open: |
2.250 |
| High: |
2.360 |
| Low: |
2.250 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-5.33% |
| 3 Months |
|
|
-42.82% |
| YTD |
|
|
+6.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
2.280 |
| 1M High / 1M Low: |
2.660 |
2.280 |
| 6M High / 6M Low: |
4.060 |
2.200 |
| High (YTD): |
2024-06-24 |
4.060 |
| Low (YTD): |
2024-08-06 |
2.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.470 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.251 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.45% |
| Volatility 6M: |
|
67.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
