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BNP Paribas Call 100 6MK 20.06.20.../  DE000PN7EMK6  /

Frankfurt Zert./BNP
10/15/2024  9:50:38 PM Chg.+0.090 Bid9:57:27 PM Ask- Underlying Strike price Expiration date Option type
1.510EUR +6.34% 1.540
Bid Size: 18,500		 -
Ask Size: -		 MERCK CO. D... 100.00 - 6/20/2025 Call
 

Master data

WKN: PN7EMK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 6/20/2025
Issue date: 8/17/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.03
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.06
Implied volatility: 0.40
Historic volatility: 0.18
Parity: 0.06
Time value: 1.38
Break-even: 114.30
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.60
Theta: -0.03
Omega: 4.20
Rho: 0.31
 

Quote data

Open: 1.410
High: 1.540
Low: 1.390
Previous Close: 1.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.69%
1 Month
  -17.49%
3 Months
  -48.99%
YTD
  -10.65%
1 Year
  -4.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.340
1M High / 1M Low: 2.110 1.340
6M High / 6M Low: 3.490 1.340
High (YTD): 6/24/2024 3.490
Low (YTD): 10/8/2024 1.340
52W High: 6/24/2024 3.490
52W Low: 11/28/2023 1.140
Avg. price 1W:   1.400
Avg. volume 1W:   0.000
Avg. price 1M:   1.665
Avg. volume 1M:   0.000
Avg. price 6M:   2.535
Avg. volume 6M:   0.000
Avg. price 1Y:   2.378
Avg. volume 1Y:   0.000
Volatility 1M:   77.16%
Volatility 6M:   82.92%
Volatility 1Y:   75.73%
Volatility 3Y:   -