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

EUWAX
2024-09-24  8:18:37 AM Chg.-0.005 Bid5:45:10 PM Ask5:45:10 PM Underlying Strike price Expiration date Option type
0.016EUR -23.81% 0.015
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: 0.016
Previous Close: 0.021
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -60.98%
1 Month
  -68.00%
3 Months
  -96.00%
YTD
  -85.45%
1 Year
  -92.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.021
1M High / 1M Low: 0.047 0.021
6M High / 6M Low: 0.660 0.021
High (YTD): 2024-03-28 0.660
Low (YTD): 2024-09-23 0.021
52W High: 2024-03-28 0.660
52W Low: 2024-09-23 0.021
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   0.256
Avg. volume 1Y:   0.000
Volatility 1M:   477.35%
Volatility 6M:   307.80%
Volatility 1Y:   252.63%
Volatility 3Y:   -