BNP Paribas Call 120 6MK 20.06.2025
/ DE000PN7EMR1
BNP Paribas Call 120 6MK 20.06.20.../ DE000PN7EMR1 /
2024-09-20 9:50:24 PM |
Chg.-0.020 |
Bid9:56:47 PM |
Ask9:56:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
-2.56% |
0.760 Bid Size: 27,000 |
0.770 Ask Size: 27,000 |
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: |
13.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-1.50 |
Time value: |
0.77 |
Break-even: |
127.70 |
Moneyness: |
0.87 |
Premium: |
0.22 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.32% |
Delta: |
0.41 |
Theta: |
-0.03 |
Omega: |
5.59 |
Rho: |
0.26 |
Quote data
Open: |
0.780 |
High: |
0.800 |
Low: |
0.740 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.04% |
1 Month |
|
|
-7.32% |
3 Months |
|
|
-58.24% |
YTD |
|
|
+2.70% |
1 Year |
|
|
-14.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.760 |
1M High / 1M Low: |
0.910 |
0.680 |
6M High / 6M Low: |
2.060 |
0.680 |
High (YTD): |
2024-03-28 |
2.060 |
Low (YTD): |
2024-09-11 |
0.680 |
52W High: |
2024-03-28 |
2.060 |
52W Low: |
2023-11-28 |
0.450 |
Avg. price 1W: |
|
0.826 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.802 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.422 |
Avg. volume 6M: |
|
66.797 |
Avg. price 1Y: |
|
1.224 |
Avg. volume 1Y: |
|
33.529 |
Volatility 1M: |
|
149.05% |
Volatility 6M: |
|
122.56% |
Volatility 1Y: |
|
108.94% |
Volatility 3Y: |
|
- |