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

Frankfurt Zert./BNP
2024-09-24  7:50:40 PM Chg.-0.002 Bid2024-09-24 Ask2024-09-24 Underlying Strike price Expiration date Option type
0.013EUR -13.33% 0.013
Bid Size: 100,000
0.091
Ask Size: 100,000
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: 114.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.18
Parity: -3.59
Time value: 0.09
Break-even: 140.91
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 2.57
Spread abs.: 0.08
Spread %: 468.75%
Delta: 0.10
Theta: -0.02
Omega: 11.17
Rho: 0.02
 

Quote data

Open: 0.016
High: 0.016
Low: 0.013
Previous Close: 0.015
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -67.50%
3 Months
  -97.40%
YTD
  -89.17%
1 Year
  -93.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.015
1M High / 1M Low: 0.056 0.015
6M High / 6M Low: 0.640 0.015
High (YTD): 2024-03-28 0.640
Low (YTD): 2024-09-23 0.015
52W High: 2024-03-28 0.640
52W Low: 2024-09-23 0.015
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.277
Avg. volume 6M:   140.625
Avg. price 1Y:   0.254
Avg. volume 1Y:   70.588
Volatility 1M:   452.00%
Volatility 6M:   293.53%
Volatility 1Y:   242.18%
Volatility 3Y:   -