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BNP Paribas Call 120 6MK 20.06.20.../  DE000PN7EMR1  /

EUWAX
2024-09-20  8:37:00 AM Chg.-0.130 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.770EUR -14.44% -
Bid Size: -		 -
Ask Size: -		 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: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.59%
1 Month
  -2.53%
3 Months
  -56.98%
YTD  
+8.45%
1 Year
  -13.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.730
1M High / 1M Low: 0.900 0.690
6M High / 6M Low: 2.100 0.690
High (YTD): 2024-03-28 2.100
Low (YTD): 2024-09-13 0.690
52W High: 2024-03-28 2.100
52W Low: 2023-11-28 0.460
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   1.428
Avg. volume 6M:   0.000
Avg. price 1Y:   1.228
Avg. volume 1Y:   0.000
Volatility 1M:   138.89%
Volatility 6M:   127.09%
Volatility 1Y:   113.04%
Volatility 3Y:   -