BNP Paribas Call 110 6MK 20.09.2024
/ DE000PC4AJE3
BNP Paribas Call 110 6MK 20.09.20.../ DE000PC4AJE3 /
| 02/08/2024 17:21:15 |
Chg.+0.110 |
Bid17:29:06 |
Ask17:29:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+18.64% |
0.690
Bid Size: 38,000 |
0.700
Ask Size: 38,000 |
MERCK CO. D... |
110.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PC4AJE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.19 |
| Parity: |
-0.45 |
| Time value: |
0.60 |
| Break-even: |
116.00 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.46 |
| Theta: |
-0.08 |
| Omega: |
8.02 |
| Rho: |
0.06 |
Quote data
| Open: |
0.560 |
| High: |
0.770 |
| Low: |
0.540 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.41% |
| 1 Month |
|
|
-61.33% |
| 3 Months |
|
|
-63.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
0.540 |
| 1M High / 1M Low: |
1.830 |
0.540 |
| 6M High / 6M Low: |
2.320 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.502 |
| Avg. volume 1M: |
|
264.087 |
| Avg. price 6M: |
|
1.831 |
| Avg. volume 6M: |
|
465.165 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.78% |
| Volatility 6M: |
|
128.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
