BNP Paribas Call 100 6MK 20.06.2025
/ DE000PN7EMK6
BNP Paribas Call 100 6MK 20.06.20.../ DE000PN7EMK6 /
| 05/07/2024 21:50:31 |
Chg.+0.090 |
Bid21:58:41 |
Ask21:58:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
+3.21% |
2.890
Bid Size: 14,000 |
2.910
Ask Size: 14,000 |
MERCK CO. D... |
100.00 - |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.16 |
| Parity: |
1.67 |
| Time value: |
1.24 |
| Break-even: |
129.10 |
| Moneyness: |
1.17 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
3.00 |
| Rho: |
0.56 |
Quote data
| Open: |
2.800 |
| High: |
2.900 |
| Low: |
2.780 |
| Previous Close: |
2.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.03% |
| 1 Month |
|
|
-9.69% |
| 3 Months |
|
|
-7.67% |
| YTD |
|
|
+71.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
2.800 |
| 1M High / 1M Low: |
3.490 |
2.800 |
| 6M High / 6M Low: |
3.490 |
2.320 |
| High (YTD): |
24/06/2024 |
3.490 |
| Low (YTD): |
02/01/2024 |
1.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.971 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.94% |
| Volatility 6M: |
|
56.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
