BNP Paribas Call 125 6MK 20.12.2024
/ DE000PN7E4E8
BNP Paribas Call 125 6MK 20.12.20.../ DE000PN7E4E8 /
| 2024-06-14 9:50:42 PM |
Chg.0.000 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
0.00% |
1.040
Bid Size: 18,000 |
1.050
Ask Size: 18,000 |
MERCK CO. D... |
125.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PN7E4E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
-0.40 |
| Time value: |
1.05 |
| Break-even: |
135.50 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.52 |
| Theta: |
-0.04 |
| Omega: |
6.02 |
| Rho: |
0.27 |
Quote data
| Open: |
1.020 |
| High: |
1.050 |
| Low: |
0.960 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.56% |
| 1 Month |
|
|
-13.56% |
| 3 Months |
|
|
+32.47% |
| YTD |
|
|
+175.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.020 |
| 1M High / 1M Low: |
1.200 |
0.820 |
| 6M High / 6M Low: |
1.390 |
0.310 |
| High (YTD): |
2024-03-28 |
1.390 |
| Low (YTD): |
2024-01-02 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
1,620 |
| Avg. price 1M: |
|
1.062 |
| Avg. volume 1M: |
|
1,477.143 |
| Avg. price 6M: |
|
0.962 |
| Avg. volume 6M: |
|
250.161 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.84% |
| Volatility 6M: |
|
125.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
