BNP Paribas Call 95 6MK 20.12.2024
/ DE000PN7E4B4
BNP Paribas Call 95 6MK 20.12.202.../ DE000PN7E4B4 /
| 2024-06-14 8:36:26 AM |
Chg.-0.16 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
-4.56% |
-
Bid Size: - |
-
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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.16 |
| Parity: |
2.60 |
| Time value: |
0.75 |
| Break-even: |
128.50 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
-0.04 |
| Spread %: |
-1.18% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
2.92 |
| Rho: |
0.33 |
Quote data
| Open: |
3.35 |
| High: |
3.35 |
| Low: |
3.35 |
| Previous Close: |
3.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.62% |
| 1 Month |
|
|
-6.69% |
| 3 Months |
|
|
+23.16% |
| YTD |
|
|
+91.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.59 |
3.35 |
| 1M High / 1M Low: |
3.59 |
2.97 |
| 6M High / 6M Low: |
3.74 |
1.62 |
| High (YTD): |
2024-03-28 |
3.74 |
| Low (YTD): |
2024-01-02 |
2.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.69% |
| Volatility 6M: |
|
62.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
