BNP Paribas Call 120 6MK 20.06.2025
/ DE000PN7EMR1
BNP Paribas Call 120 6MK 20.06.20.../ DE000PN7EMR1 /
| 2024-06-21 8:20:47 AM |
Chg.+0.010 |
Bid8:25:02 AM |
Ask8:25:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
+0.56% |
1.790
Bid Size: 8,250 |
1.800
Ask Size: 8,250 |
MERCK CO. D... |
120.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
PN7EMR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
0.11 |
| Time value: |
1.69 |
| Break-even: |
138.00 |
| Moneyness: |
1.01 |
| Premium: |
0.14 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
4.16 |
| Rho: |
0.57 |
Quote data
| Open: |
1.790 |
| High: |
1.790 |
| Low: |
1.790 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.07% |
| 1 Month |
|
|
-3.76% |
| 3 Months |
|
|
+20.95% |
| YTD |
|
|
+141.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.630 |
| 1M High / 1M Low: |
1.900 |
1.480 |
| 6M High / 6M Low: |
2.060 |
0.640 |
| High (YTD): |
2024-03-28 |
2.060 |
| Low (YTD): |
2024-01-02 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.584 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.48% |
| Volatility 6M: |
|
88.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
