BNP Paribas Call 160 MRK 19.12.2025
/ DE000PC84TH8
BNP Paribas Call 160 MRK 19.12.20.../ DE000PC84TH8 /
| 2024-06-17 9:21:18 AM |
Chg.+0.010 |
Bid9:30:45 AM |
Ask9:30:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+2.13% |
0.480
Bid Size: 23,000 |
0.510
Ask Size: 23,000 |
Merck and Co Inc |
160.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC84TH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-2.85 |
| Time value: |
0.50 |
| Break-even: |
154.47 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
4.17% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
7.28 |
| Rho: |
0.48 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.470 |
| 1M High / 1M Low: |
0.570 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
