BNP Paribas Call 105 6MK 20.12.2024
/ DE000PN7E4C2
BNP Paribas Call 105 6MK 20.12.20.../ DE000PN7E4C2 /
| 05/07/2024 21:50:23 |
Chg.+0.090 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
+4.17% |
2.250
Bid Size: 13,500 |
2.260
Ask Size: 13,500 |
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: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.16 |
| Parity: |
1.17 |
| Time value: |
1.09 |
| Break-even: |
127.60 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
3.62 |
| Rho: |
0.27 |
Quote data
| Open: |
2.150 |
| High: |
2.260 |
| Low: |
2.140 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.60% |
| 1 Month |
|
|
-12.45% |
| 3 Months |
|
|
-10.71% |
| YTD |
|
|
+89.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
2.160 |
| 1M High / 1M Low: |
2.880 |
2.160 |
| 6M High / 6M Low: |
2.880 |
1.770 |
| High (YTD): |
24/06/2024 |
2.880 |
| Low (YTD): |
02/01/2024 |
1.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.363 |
| Avg. volume 6M: |
|
51.370 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.36% |
| Volatility 6M: |
|
71.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
