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

Frankfurt Zert./BNP
03/09/2024  21:50:32 Chg.-0.180 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
1.290EUR -12.24% 1.280
Bid Size: 17,000		 1.290
Ask Size: 17,000		 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: 7.18
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.20
Implied volatility: 0.58
Historic volatility: 0.18
Parity: 0.20
Time value: 1.29
Break-even: 119.90
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 2.05%
Delta: 0.60
Theta: -0.07
Omega: 4.31
Rho: 0.15
 

Quote data

Open: 1.450
High: 1.450
Low: 1.280
Previous Close: 1.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.20%
1 Month
  -1.53%
3 Months
  -46.69%
YTD  
+8.40%
1 Year
  -11.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.250
1M High / 1M Low: 1.470 1.050
6M High / 6M Low: 2.880 1.050
High (YTD): 24/06/2024 2.880
Low (YTD): 06/08/2024 1.050
52W High: 24/06/2024 2.880
52W Low: 28/11/2023 0.720
Avg. price 1W:   1.372
Avg. volume 1W:   0.000
Avg. price 1M:   1.229
Avg. volume 1M:   0.000
Avg. price 6M:   2.171
Avg. volume 6M:   50.969
Avg. price 1Y:   1.809
Avg. volume 1Y:   25.584
Volatility 1M:   72.37%
Volatility 6M:   98.97%
Volatility 1Y:   92.47%
Volatility 3Y:   -