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BNP Paribas Call 140 6MK 17.01.20.../  DE000PN2H0A6  /

Frankfurt Zert./BNP
2024-06-21  9:50:39 PM Chg.+0.010 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.450EUR +2.27% 0.470
Bid Size: 32,000		 0.480
Ask Size: 32,000		 MERCK CO. D... 140.00 - 2025-01-17 Call
 

Master data

WKN: PN2H0A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.47
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -1.77
Time value: 0.48
Break-even: 144.80
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.32
Theta: -0.03
Omega: 8.27
Rho: 0.20
 

Quote data

Open: 0.430
High: 0.480
Low: 0.410
Previous Close: 0.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -13.46%
3 Months  
+15.38%
YTD  
+221.43%
1 Year  
+4.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.520 0.330
6M High / 6M Low: 0.680 0.120
High (YTD): 2024-03-28 0.680
Low (YTD): 2024-01-02 0.200
52W High: 2024-03-28 0.680
52W Low: 2023-11-28 0.064
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   163.80%
Volatility 6M:   166.51%
Volatility 1Y:   157.73%
Volatility 3Y:   -