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BNP Paribas Call 140 6MK 20.12.20.../  DE000PN2HZ97  /

Frankfurt Zert./BNP
2024-06-21  9:50:39 PM Chg.+0.020 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.400EUR +5.26% 0.420
Bid Size: 32,500		 0.430
Ask Size: 32,500		 MERCK CO. D... 140.00 - 2024-12-20 Call
 

Master data

WKN: PN2HZ9
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-04-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.11
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -1.77
Time value: 0.42
Break-even: 144.20
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.31
Theta: -0.03
Omega: 8.90
Rho: 0.16
 

Quote data

Open: 0.380
High: 0.420
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -14.89%
3 Months  
+14.29%
YTD  
+233.33%
1 Year
  -2.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.470 0.280
6M High / 6M Low: 0.640 0.110
High (YTD): 2024-03-28 0.640
Low (YTD): 2024-01-02 0.180
52W High: 2024-03-28 0.640
52W Low: 2023-11-28 0.054
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   782.609
Avg. price 6M:   0.389
Avg. volume 6M:   144
Avg. price 1Y:   0.292
Avg. volume 1Y:   70.313
Volatility 1M:   179.07%
Volatility 6M:   178.64%
Volatility 1Y:   166.01%
Volatility 3Y:   -