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BNP Paribas Call 95 6MK 20.12.202.../  DE000PN7E4B4  /

Frankfurt Zert./BNP
2024-09-24  6:50:28 PM Chg.-0.070 Bid6:58:35 PM Ask- Underlying Strike price Expiration date Option type
1.930EUR -3.50% 1.930
Bid Size: 30,000		 -
Ask Size: -		 MERCK CO. D... 95.00 - 2024-12-20 Call
 

Master data

WKN: PN7E4B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-12-20
Issue date: 2023-08-17
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.20
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.91
Implied volatility: 0.76
Historic volatility: 0.18
Parity: 0.91
Time value: 1.09
Break-even: 115.00
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.52
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.67
Theta: -0.08
Omega: 3.51
Rho: 0.12
 

Quote data

Open: 2.010
High: 2.020
Low: 1.930
Previous Close: 2.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.84%
1 Month
  -6.31%
3 Months
  -48.53%
YTD  
+6.63%
1 Year  
+3.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.300 2.000
1M High / 1M Low: 2.300 1.890
6M High / 6M Low: 3.750 1.760
High (YTD): 2024-06-24 3.750
Low (YTD): 2024-08-06 1.760
52W High: 2024-06-24 3.750
52W Low: 2023-11-28 1.200
Avg. price 1W:   2.160
Avg. volume 1W:   0.000
Avg. price 1M:   2.105
Avg. volume 1M:   0.000
Avg. price 6M:   2.899
Avg. volume 6M:   0.000
Avg. price 1Y:   2.539
Avg. volume 1Y:   0.000
Volatility 1M:   100.68%
Volatility 6M:   83.96%
Volatility 1Y:   75.87%
Volatility 3Y:   -