BNP Paribas Call 145 6MK 20.12.2024
/ DE000PC5FHE3
BNP Paribas Call 145 6MK 20.12.20.../ DE000PC5FHE3 /
| 2024-06-25 8:31:53 AM |
Chg.+0.080 |
Bid10:33:46 AM |
Ask10:33:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+30.77% |
0.340
Bid Size: 37,000 |
0.350
Ask Size: 37,000 |
MERCK CO. D... |
145.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PC5FHE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.16 |
| Parity: |
-2.11 |
| Time value: |
0.34 |
| Break-even: |
148.40 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
9.53 |
| Rho: |
0.14 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+36.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.200 |
| 1M High / 1M Low: |
0.300 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
