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BNP Paribas Call 105 6MK 20.06.20.../  DE000PN7EML4  /

EUWAX
08/11/2024  13:42:58 Chg.-0.040 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.590EUR -6.35% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 105.00 - 20/06/2025 Call
 

Master data

WKN: PN7EML
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 20/06/2025
Issue date: 17/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.12
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -0.90
Time value: 0.68
Break-even: 111.80
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.44
Theta: -0.02
Omega: 6.18
Rho: 0.22
 

Quote data

Open: 0.580
High: 0.590
Low: 0.580
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.49%
1 Month
  -49.14%
3 Months
  -61.44%
YTD
  -56.62%
1 Year
  -46.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.590
1M High / 1M Low: 1.210 0.590
6M High / 6M Low: 3.130 0.590
High (YTD): 26/06/2024 3.130
Low (YTD): 08/11/2024 0.590
52W High: 26/06/2024 3.130
52W Low: 08/11/2024 0.590
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.892
Avg. volume 1M:   0.000
Avg. price 6M:   1.919
Avg. volume 6M:   0.000
Avg. price 1Y:   2.026
Avg. volume 1Y:   0.000
Volatility 1M:   102.79%
Volatility 6M:   99.50%
Volatility 1Y:   87.54%
Volatility 3Y:   -