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BNP Paribas Call 115 6MK 20.12.20.../  DE000PN7E4D0  /

Frankfurt Zert./BNP
2024-09-26  11:50:30 AM Chg.-0.010 Bid12:06:02 PM Ask12:06:02 PM Underlying Strike price Expiration date Option type
0.480EUR -2.04% 0.480
Bid Size: 25,500		 0.500
Ask Size: 25,500		 MERCK CO. D... 115.00 - 2024-12-20 Call
 

Master data

WKN: PN7E4D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-12-20
Issue date: 2023-08-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.04
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.18
Parity: -1.19
Time value: 0.49
Break-even: 119.90
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.36
Theta: -0.05
Omega: 7.58
Rho: 0.08
 

Quote data

Open: 0.500
High: 0.500
Low: 0.470
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -23.81%
3 Months
  -75.38%
YTD
  -31.43%
1 Year
  -39.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.480
1M High / 1M Low: 0.780 0.480
6M High / 6M Low: 2.060 0.480
High (YTD): 2024-03-28 2.060
Low (YTD): 2024-09-24 0.480
52W High: 2024-03-28 2.060
52W Low: 2023-11-28 0.380
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.636
Avg. volume 1M:   0.000
Avg. price 6M:   1.340
Avg. volume 6M:   0.000
Avg. price 1Y:   1.172
Avg. volume 1Y:   0.000
Volatility 1M:   221.06%
Volatility 6M:   155.35%
Volatility 1Y:   133.70%
Volatility 3Y:   -