BNP Paribas Call 105 6MK 20.12.2024
/ DE000PN7E4C2
BNP Paribas Call 105 6MK 20.12.20.../ DE000PN7E4C2 /
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: |
|
- |