BNP Paribas Call 95 6MK 20.06.2025
/ DE000PN7EMJ8
BNP Paribas Call 95 6MK 20.06.202.../ DE000PN7EMJ8 /
| 2024-06-21 9:50:41 PM |
Chg.+0.050 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
+1.38% |
3.710
Bid Size: 13,000 |
3.730
Ask Size: 13,000 |
MERCK CO. D... |
95.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
PN7EMJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.16 |
| Parity: |
2.73 |
| Time value: |
1.00 |
| Break-even: |
132.30 |
| Moneyness: |
1.29 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
2.66 |
| Rho: |
0.62 |
Quote data
| Open: |
3.630 |
| High: |
3.720 |
| Low: |
3.580 |
| Previous Close: |
3.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.67% |
| 1 Month |
|
|
-0.54% |
| 3 Months |
|
|
+16.51% |
| YTD |
|
|
+84.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.670 |
3.430 |
| 1M High / 1M Low: |
3.750 |
3.160 |
| 6M High / 6M Low: |
3.840 |
1.890 |
| High (YTD): |
2024-03-28 |
3.840 |
| Low (YTD): |
2024-01-02 |
2.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.261 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.33% |
| Volatility 6M: |
|
53.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
