BNP Paribas Call 105 6MK 20.06.2025
/ DE000PN7EML4
BNP Paribas Call 105 6MK 20.06.20.../ DE000PN7EML4 /
| 2024-06-14 9:50:28 PM |
Chg.0.000 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
0.00% |
2.770
Bid Size: 14,000 |
2.790
Ask Size: 14,000 |
MERCK CO. D... |
105.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
PN7EML |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.16 |
| Parity: |
1.60 |
| Time value: |
1.19 |
| Break-even: |
132.90 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
3.24 |
| Rho: |
0.63 |
Quote data
| Open: |
2.750 |
| High: |
2.780 |
| Low: |
2.670 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.51% |
| 1 Month |
|
|
-5.17% |
| 3 Months |
|
|
+23.32% |
| YTD |
|
|
+95.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.960 |
2.750 |
| 1M High / 1M Low: |
2.960 |
2.420 |
| 6M High / 6M Low: |
3.070 |
1.250 |
| High (YTD): |
2024-03-28 |
3.070 |
| Low (YTD): |
2024-01-02 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.487 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.77% |
| Volatility 6M: |
|
65.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
