BNP Paribas Call 115 6MK 20.12.2024
/ DE000PN7E4D0
BNP Paribas Call 115 6MK 20.12.20.../ DE000PN7E4D0 /
| 2024-06-21 9:50:32 PM |
Chg.+0.040 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
+2.25% |
1.870
Bid Size: 14,000 |
1.880
Ask Size: 14,000 |
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: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
0.73 |
| Time value: |
1.13 |
| Break-even: |
133.60 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
4.35 |
| Rho: |
0.31 |
Quote data
| Open: |
1.780 |
| High: |
1.890 |
| Low: |
1.740 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.43% |
| 1 Month |
|
|
-2.67% |
| 3 Months |
|
|
+22.97% |
| YTD |
|
|
+160.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.610 |
| 1M High / 1M Low: |
1.910 |
1.410 |
| 6M High / 6M Low: |
2.060 |
0.630 |
| High (YTD): |
2024-03-28 |
2.060 |
| Low (YTD): |
2024-01-02 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.580 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.89% |
| Volatility 6M: |
|
98.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
