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BNP Paribas Call 95 6MK 20.06.202.../  DE000PN7EMJ8  /

Frankfurt Zert./BNP
2024-09-24  3:35:36 PM Chg.0.000 Bid3:37:22 PM Ask3:37:22 PM Underlying Strike price Expiration date Option type
2.190EUR 0.00% 2.180
Bid Size: 4,000		 2.200
Ask Size: 4,000		 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: 4.71
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.91
Implied volatility: 0.47
Historic volatility: 0.18
Parity: 0.91
Time value: 1.30
Break-even: 117.10
Moneyness: 1.10
Premium: 0.13
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 0.91%
Delta: 0.69
Theta: -0.03
Omega: 3.24
Rho: 0.36
 

Quote data

Open: 2.210
High: 2.210
Low: 2.180
Previous Close: 2.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.88%
1 Month
  -3.52%
3 Months
  -43.85%
YTD  
+10.05%
1 Year  
+5.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.480 2.190
1M High / 1M Low: 2.500 2.120
6M High / 6M Low: 3.900 2.000
High (YTD): 2024-06-24 3.900
Low (YTD): 2024-08-06 2.000
52W High: 2024-06-24 3.900
52W Low: 2023-11-28 1.390
Avg. price 1W:   2.348
Avg. volume 1W:   0.000
Avg. price 1M:   2.312
Avg. volume 1M:   0.000
Avg. price 6M:   3.090
Avg. volume 6M:   49.219
Avg. price 1Y:   2.726
Avg. volume 1Y:   24.706
Volatility 1M:   84.00%
Volatility 6M:   74.00%
Volatility 1Y:   67.02%
Volatility 3Y:   -