BNP Paribas Call 100 6MK 20.06.2025
/ DE000PN7EMK6
BNP Paribas Call 100 6MK 20.06.20.../ DE000PN7EMK6 /
10/7/2024 9:50:32 PM |
Chg.-0.080 |
Bid9:58:32 PM |
Ask9:58:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.340EUR |
-5.63% |
1.350 Bid Size: 20,500 |
1.360 Ask Size: 20,500 |
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: |
6.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.40 |
Historic volatility: |
0.18 |
Parity: |
0.01 |
Time value: |
1.43 |
Break-even: |
114.40 |
Moneyness: |
1.00 |
Premium: |
0.14 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
0.70% |
Delta: |
0.59 |
Theta: |
-0.03 |
Omega: |
4.13 |
Rho: |
0.32 |
Quote data
Open: |
1.430 |
High: |
1.500 |
Low: |
1.340 |
Previous Close: |
1.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.71% |
1 Month |
|
|
-33.99% |
3 Months |
|
|
-53.63% |
YTD |
|
|
-20.71% |
1 Year |
|
|
-15.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.750 |
1.420 |
1M High / 1M Low: |
2.110 |
1.420 |
6M High / 6M Low: |
3.490 |
1.420 |
High (YTD): |
6/24/2024 |
3.490 |
Low (YTD): |
10/4/2024 |
1.420 |
52W High: |
6/24/2024 |
3.490 |
52W Low: |
11/28/2023 |
1.140 |
Avg. price 1W: |
|
1.578 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.788 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.607 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.386 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
87.42% |
Volatility 6M: |
|
82.22% |
Volatility 1Y: |
|
75.34% |
Volatility 3Y: |
|
- |