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BNP Paribas Call 105 6MK 20.12.20.../  DE000PN7E4C2  /

Frankfurt Zert./BNP
2024-09-24  5:50:32 PM Chg.-0.020 Bid5:57:56 PM Ask5:57:56 PM Underlying Strike price Expiration date Option type
1.160EUR -1.69% 1.130
Bid Size: 34,000		 1.140
Ask Size: 34,000		 MERCK CO. D... 105.00 - 2024-12-20 Call
 

Master data

WKN: PN7E4C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-12-20
Issue date: 2023-08-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.75
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.18
Parity: -0.09
Time value: 1.19
Break-even: 116.90
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.56
Theta: -0.07
Omega: 4.86
Rho: 0.11
 

Quote data

Open: 1.190
High: 1.200
Low: 1.160
Previous Close: 1.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.31%
1 Month
  -10.08%
3 Months
  -59.72%
YTD
  -2.52%
1 Year
  -10.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.180
1M High / 1M Low: 1.470 1.110
6M High / 6M Low: 2.880 1.050
High (YTD): 2024-06-24 2.880
Low (YTD): 2024-08-06 1.050
52W High: 2024-06-24 2.880
52W Low: 2023-11-28 0.720
Avg. price 1W:   1.338
Avg. volume 1W:   4,353.200
Avg. price 1M:   1.302
Avg. volume 1M:   1,036.476
Avg. price 6M:   2.079
Avg. volume 6M:   221.016
Avg. price 1Y:   1.805
Avg. volume 1Y:   110.941
Volatility 1M:   146.59%
Volatility 6M:   111.43%
Volatility 1Y:   99.10%
Volatility 3Y:   -