BNP Paribas Call 118 6MK 21.06.2024
/ DE000PN7CC03
BNP Paribas Call 118 6MK 21.06.20.../ DE000PN7CC03 /
| 24/05/2024 21:50:30 |
Chg.-0.150 |
Bid21:57:00 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-11.90% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
118.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PN7CC0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
27/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.16 |
| Parity: |
0.30 |
| Time value: |
0.81 |
| Break-even: |
129.10 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
5.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.59 |
| Theta: |
-0.37 |
| Omega: |
6.45 |
| Rho: |
0.02 |
Quote data
| Open: |
1.250 |
| High: |
1.310 |
| Low: |
1.090 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.76% |
| 3 Months |
|
|
+32.14% |
| YTD |
|
|
+296.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.330 |
1.090 |
| 6M High / 6M Low: |
1.480 |
0.170 |
| High (YTD): |
28/03/2024 |
1.480 |
| Low (YTD): |
02/01/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.907 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.54% |
| Volatility 6M: |
|
167.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
