BNP Paribas Call 166 MRK 17.05.2024
/ DE000PC49W71
BNP Paribas Call 166 MRK 17.05.20.../ DE000PC49W71 /
| 2024-05-09 11:50:11 AM |
Chg.-0.007 |
Bid2024-05-09 |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-19.44% |
0.029
Bid Size: 42,000 |
0.049
Ask Size: 42,000 |
MERCK KGAA O.N. |
166.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
PC49W7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
166.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
160.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
-1.19 |
| Time value: |
0.10 |
| Break-even: |
166.96 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
37.17 |
| Spread abs.: |
0.06 |
| Spread %: |
159.46% |
| Delta: |
0.17 |
| Theta: |
-0.18 |
| Omega: |
26.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.026 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-80.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.029 |
| 1M High / 1M Low: |
0.150 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
636.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
