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BNP Paribas Call 110 6MK 20.06.20.../  DE000PN7EMM2  /

Frankfurt Zert./BNP
2024-09-24  1:21:06 PM Chg.+0.010 Bid2024-09-24 Ask2024-09-24 Underlying Strike price Expiration date Option type
1.190EUR +0.85% 1.190
Bid Size: 20,500		 1.210
Ask Size: 20,500		 MERCK CO. D... 110.00 - 2025-06-20 Call
 

Master data

WKN: PN7EMM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-06-20
Issue date: 2023-08-17
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.75
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -0.59
Time value: 1.19
Break-even: 121.90
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.53
Theta: -0.03
Omega: 4.60
Rho: 0.32
 

Quote data

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

Performance

1 Week
  -15.00%
1 Month
  -7.75%
3 Months
  -56.09%
YTD  
+2.59%
1 Year
  -7.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.430 1.180
1M High / 1M Low: 1.460 1.150
6M High / 6M Low: 2.710 1.120
High (YTD): 2024-06-24 2.710
Low (YTD): 2024-08-06 1.120
52W High: 2024-06-24 2.710
52W Low: 2023-11-28 0.740
Avg. price 1W:   1.320
Avg. volume 1W:   0.000
Avg. price 1M:   1.307
Avg. volume 1M:   0.000
Avg. price 6M:   2.014
Avg. volume 6M:   0.000
Avg. price 1Y:   1.753
Avg. volume 1Y:   0.000
Volatility 1M:   124.47%
Volatility 6M:   100.28%
Volatility 1Y:   89.35%
Volatility 3Y:   -