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BNP Paribas Call 105 6MK 20.12.20.../  DE000PN7E4C2  /

Frankfurt Zert./BNP
12/11/2024  20:20:46 Chg.-0.031 Bid20:34:34 Ask20:34:34 Underlying Strike price Expiration date Option type
0.079EUR -28.18% 0.079
Bid Size: 57,000		 0.091
Ask Size: 57,000		 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: 78.72
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -1.05
Time value: 0.12
Break-even: 106.20
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 2.08
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.21
Theta: -0.04
Omega: 16.15
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.120
Low: 0.077
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -56.11%
1 Month
  -89.32%
3 Months
  -93.13%
YTD
  -93.36%
1 Year
  -90.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.830 0.110
6M High / 6M Low: 2.880 0.110
High (YTD): 24/06/2024 2.880
Low (YTD): 11/11/2024 0.110
52W High: 24/06/2024 2.880
52W Low: 11/11/2024 0.110
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   1.579
Avg. volume 6M:   215.954
Avg. price 1Y:   1.743
Avg. volume 1Y:   110.941
Volatility 1M:   265.50%
Volatility 6M:   157.28%
Volatility 1Y:   126.42%
Volatility 3Y:   -