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BNP Paribas Call 125 6MK 20.12.20.../  DE000PN7E4E8  /

EUWAX
2024-09-24  8:37:51 AM Chg.-0.030 Bid1:18:17 PM Ask1:18:17 PM Underlying Strike price Expiration date Option type
0.160EUR -15.79% 0.160
Bid Size: 38,500		 0.180
Ask Size: 38,500		 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: 61.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -2.09
Time value: 0.17
Break-even: 126.70
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 1.28
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.18
Theta: -0.03
Omega: 11.23
Rho: 0.04
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -44.83%
3 Months
  -85.96%
YTD
  -52.94%
1 Year
  -68.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.190
1M High / 1M Low: 0.300 0.180
6M High / 6M Low: 1.440 0.180
High (YTD): 2024-03-28 1.440
Low (YTD): 2024-09-13 0.180
52W High: 2024-03-28 1.440
52W Low: 2024-09-13 0.180
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.792
Avg. volume 6M:   0.000
Avg. price 1Y:   0.694
Avg. volume 1Y:   0.000
Volatility 1M:   300.24%
Volatility 6M:   211.91%
Volatility 1Y:   177.82%
Volatility 3Y:   -