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

Frankfurt Zert./BNP
2024-11-13  9:50:32 PM Chg.-0.010 Bid2024-11-13 Ask2024-11-13 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 43,000		 0.140
Ask Size: 43,000		 MERCK CO. D... 105.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-08-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -1.21
Time value: 0.14
Break-even: 106.40
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.21
Theta: -0.03
Omega: 13.96
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.150
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -83.54%
3 Months
  -89.52%
YTD
  -89.34%
1 Year
  -86.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.140
1M High / 1M Low: 0.870 0.140
6M High / 6M Low: 2.890 0.140
High (YTD): 2024-06-24 2.890
Low (YTD): 2024-11-12 0.140
52W High: 2024-06-24 2.890
52W Low: 2024-11-12 0.140
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.469
Avg. volume 1M:   0.000
Avg. price 6M:   1.604
Avg. volume 6M:   188.530
Avg. price 1Y:   1.768
Avg. volume 1Y:   97.211
Volatility 1M:   215.45%
Volatility 6M:   142.48%
Volatility 1Y:   116.69%
Volatility 3Y:   -