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

Frankfurt Zert./BNP
2024-06-17  9:20:46 PM Chg.-0.040 Bid2024-06-17 Ask2024-06-17 Underlying Strike price Expiration date Option type
0.310EUR -11.43% 0.310
Bid Size: 82,000		 0.320
Ask Size: 82,000		 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: 32.70
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.16
Parity: -1.90
Time value: 0.37
Break-even: 143.70
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.28
Theta: -0.02
Omega: 9.26
Rho: 0.16
 

Quote data

Open: 0.360
High: 0.360
Low: 0.310
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.55%
1 Month
  -32.61%
3 Months  
+10.71%
YTD  
+158.33%
1 Year
  -3.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.350
1M High / 1M Low: 0.470 0.280
6M High / 6M Low: 0.640 0.100
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:   0.396
Avg. volume 1W:   3,600
Avg. price 1M:   0.391
Avg. volume 1M:   857.143
Avg. price 6M:   0.382
Avg. volume 6M:   145.161
Avg. price 1Y:   0.292
Avg. volume 1Y:   70.866
Volatility 1M:   164.41%
Volatility 6M:   177.60%
Volatility 1Y:   165.59%
Volatility 3Y:   -