BNP Paribas Call 105 6MK 20.06.2025
/ DE000PN7EML4
BNP Paribas Call 105 6MK 20.06.20.../ DE000PN7EML4 /
| 2024-09-24 8:38:01 AM |
Chg.-0.08 |
Bid3:19:25 PM |
Ask3:19:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-5.06% |
1.50
Bid Size: 18,500 |
1.52
Ask Size: 18,500 |
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: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.18 |
| Parity: |
-0.09 |
| Time value: |
1.50 |
| Break-even: |
120.00 |
| Moneyness: |
0.99 |
| Premium: |
0.15 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
4.07 |
| Rho: |
0.34 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.28% |
| 1 Month |
|
|
-8.54% |
| 3 Months |
|
|
-48.28% |
| YTD |
|
|
+10.29% |
| 1 Year |
|
|
-1.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.58 |
| 1M High / 1M Low: |
1.78 |
1.46 |
| 6M High / 6M Low: |
3.13 |
1.40 |
| High (YTD): |
2024-06-26 |
3.13 |
| Low (YTD): |
2024-08-07 |
1.40 |
| 52W High: |
2024-06-26 |
3.13 |
| 52W Low: |
2023-11-28 |
0.93 |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
97.61% |
| Volatility 6M: |
|
91.81% |
| Volatility 1Y: |
|
83.92% |
| Volatility 3Y: |
|
- |
