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

EUWAX
2024-09-24  8:37:51 AM Chg.-0.070 Bid2024-09-24 Ask2024-09-24 Underlying Strike price Expiration date Option type
0.530EUR -11.67% 0.530
Bid Size: 12,000		 0.550
Ask Size: 12,000		 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: 16.67
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.18
Parity: -1.00
Time value: 0.63
Break-even: 121.30
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.41
Theta: -0.06
Omega: 6.77
Rho: 0.09
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.40%
1 Month
  -24.29%
3 Months
  -71.35%
YTD
  -19.70%
1 Year
  -36.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.600
1M High / 1M Low: 0.780 0.520
6M High / 6M Low: 2.120 0.520
High (YTD): 2024-03-28 2.120
Low (YTD): 2024-09-12 0.520
52W High: 2024-03-28 2.120
52W Low: 2023-11-28 0.390
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.641
Avg. volume 1M:   0.000
Avg. price 6M:   1.363
Avg. volume 6M:   78.125
Avg. price 1Y:   1.181
Avg. volume 1Y:   39.216
Volatility 1M:   203.99%
Volatility 6M:   153.37%
Volatility 1Y:   133.55%
Volatility 3Y:   -