BNP Paribas Call 120 A 19.12.2025
/ DE000PC1LW64
BNP Paribas Call 120 A 19.12.2025/ DE000PC1LW64 /
| 2024-05-23 9:50:26 PM |
Chg.-0.160 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.380EUR |
-3.52% |
4.380
Bid Size: 2,100 |
4.400
Ask Size: 2,100 |
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: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.97 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
3.04 |
| Time value: |
1.52 |
| Break-even: |
156.45 |
| Moneyness: |
1.27 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.51 |
| Rho: |
1.08 |
Quote data
| Open: |
4.550 |
| High: |
4.550 |
| Low: |
4.360 |
| Previous Close: |
4.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.81% |
| 1 Month |
|
|
+20.99% |
| 3 Months |
|
|
+37.30% |
| YTD |
|
|
+19.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.670 |
4.540 |
| 1M High / 1M Low: |
4.670 |
3.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
4.670 |
| Low (YTD): |
2024-01-17 |
2.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.977 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
