BNP Paribas Call 105 6MK 20.12.2024
/ DE000PN7E4C2
BNP Paribas Call 105 6MK 20.12.20.../ DE000PN7E4C2 /
17/07/2024 08:36:50 |
Chg.-0.25 |
Bid15:49:43 |
Ask15:49:43 |
Underlying |
Strike price |
Expiration date |
Option type |
2.10EUR |
-10.64% |
2.11 Bid Size: 14,000 |
2.12 Ask Size: 14,000 |
MERCK CO. D... |
105.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PN7E4C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 - |
Maturity: |
20/12/2024 |
Issue date: |
17/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.26 |
Intrinsic value: |
1.01 |
Implied volatility: |
0.52 |
Historic volatility: |
0.16 |
Parity: |
1.01 |
Time value: |
1.13 |
Break-even: |
126.40 |
Moneyness: |
1.10 |
Premium: |
0.10 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
0.47% |
Delta: |
0.69 |
Theta: |
-0.05 |
Omega: |
3.69 |
Rho: |
0.25 |
Quote data
Open: |
2.10 |
High: |
2.10 |
Low: |
2.10 |
Previous Close: |
2.35 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.41% |
1 Month |
|
|
-17.00% |
3 Months |
|
|
-11.76% |
YTD |
|
|
+84.21% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.46 |
2.22 |
1M High / 1M Low: |
2.91 |
2.12 |
6M High / 6M Low: |
2.91 |
1.81 |
High (YTD): |
26/06/2024 |
2.91 |
Low (YTD): |
02/01/2024 |
1.45 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.44 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.18% |
Volatility 6M: |
|
76.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |