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BNP Paribas Call 105 6MK 17.01.20.../  DE000PN7FA51  /

Frankfurt Zert./BNP
10/10/2024  13:20:59 Chg.+0.010 Bid10/10/2024 Ask10/10/2024 Underlying Strike price Expiration date Option type
0.830EUR +1.22% 0.830
Bid Size: 20,500		 0.850
Ask Size: 20,500		 MERCK CO. D... 105.00 - 17/01/2025 Call
 

Master data

WKN: PN7FA5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 17/01/2025
Issue date: 17/08/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.00
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.18
Parity: -0.42
Time value: 0.84
Break-even: 113.40
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.50
Theta: -0.05
Omega: 5.95
Rho: 0.11
 

Quote data

Open: 0.830
High: 0.850
Low: 0.820
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.22%
1 Month
  -34.13%
3 Months
  -64.38%
YTD
  -31.97%
1 Year
  -25.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.730
1M High / 1M Low: 1.500 0.730
6M High / 6M Low: 2.890 0.730
High (YTD): 24/06/2024 2.890
Low (YTD): 08/10/2024 0.730
52W High: 24/06/2024 2.890
52W Low: 08/10/2024 0.730
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   1.120
Avg. volume 1M:   0.000
Avg. price 6M:   1.964
Avg. volume 6M:   191.431
Avg. price 1Y:   1.821
Avg. volume 1Y:   97.211
Volatility 1M:   131.86%
Volatility 6M:   112.04%
Volatility 1Y:   99.79%
Volatility 3Y:   -