BNP Paribas Call 125 6MK 17.01.2025
/ DE000PN7FA77
BNP Paribas Call 125 6MK 17.01.20.../ DE000PN7FA77 /
| 2024-06-21 6:35:34 PM |
Chg.-0.010 |
Bid6:43:27 PM |
Ask6:43:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-0.88% |
1.130
Bid Size: 36,000 |
1.140
Ask Size: 36,000 |
MERCK CO. D... |
125.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PN7FA7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
-0.39 |
| Time value: |
1.14 |
| Break-even: |
136.40 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
5.65 |
| Rho: |
0.31 |
Quote data
| Open: |
1.130 |
| High: |
1.220 |
| Low: |
1.100 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.67% |
| 1 Month |
|
|
-7.44% |
| 3 Months |
|
|
+17.89% |
| YTD |
|
|
+180.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.990 |
| 1M High / 1M Low: |
1.250 |
0.880 |
| 6M High / 6M Low: |
1.440 |
0.350 |
| High (YTD): |
2024-03-28 |
1.440 |
| Low (YTD): |
2024-01-02 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.023 |
| Avg. volume 6M: |
|
170.192 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.55% |
| Volatility 6M: |
|
121.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
