BNP Paribas Call 105 6MK 20.12.2024
/ DE000PN7E4C2
BNP Paribas Call 105 6MK 20.12.20.../ DE000PN7E4C2 /
| 2024-06-27 8:34:51 AM |
Chg.-0.19 |
Bid12:18:22 PM |
Ask12:18:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
-6.53% |
2.78
Bid Size: 12,500 |
-
Ask Size: - |
MERCK CO. D... |
105.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.16 |
| Parity: |
1.81 |
| Time value: |
0.95 |
| Break-even: |
132.60 |
| Moneyness: |
1.17 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
3.36 |
| Rho: |
0.31 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
2.91 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.02% |
| 1 Month |
|
|
+8.80% |
| 3 Months |
|
|
-1.45% |
| YTD |
|
|
+138.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.45 |
| 1M High / 1M Low: |
2.91 |
2.16 |
| 6M High / 6M Low: |
2.91 |
1.11 |
| High (YTD): |
2024-06-26 |
2.91 |
| Low (YTD): |
2024-01-02 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.98% |
| Volatility 6M: |
|
79.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
