BNP Paribas Call 105 6MK 20.12.2024
/ DE000PN7E4C2
BNP Paribas Call 105 6MK 20.12.20.../ DE000PN7E4C2 /
| 16/08/2024 08:38:36 |
Chg.-0.04 |
Bid19:08:32 |
Ask19:08:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-3.42% |
1.07
Bid Size: 39,000 |
1.08
Ask Size: 39,000 |
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: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
-0.17 |
| Time value: |
1.12 |
| Break-even: |
116.20 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.55 |
| Theta: |
-0.05 |
| Omega: |
5.06 |
| Rho: |
0.16 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.61% |
| 1 Month |
|
|
-51.91% |
| 3 Months |
|
|
-58.76% |
| YTD |
|
|
-0.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.14 |
| 1M High / 1M Low: |
2.35 |
1.07 |
| 6M High / 6M Low: |
2.91 |
1.07 |
| High (YTD): |
26/06/2024 |
2.91 |
| Low (YTD): |
07/08/2024 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.44% |
| Volatility 6M: |
|
101.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
