BNP Paribas Call 105 6MK 20.12.2024
/ DE000PN7E4C2
BNP Paribas Call 105 6MK 20.12.20.../ DE000PN7E4C2 /
8/16/2024 8:38:36 AM |
Chg.-0.04 |
Bid7:08:32 PM |
Ask7:08:32 PM |
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 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
8/17/2023 |
Last trading day: |
12/19/2024 |
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): |
6/26/2024 |
2.91 |
Low (YTD): |
8/7/2024 |
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: |
|
- |