BNP Paribas Call 115 6MK 20.09.2024
/ DE000PC4AJF0
BNP Paribas Call 115 6MK 20.09.20.../ DE000PC4AJF0 /
| 2024-07-26 9:50:29 PM |
Chg.-0.030 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-2.52% |
1.130
Bid Size: 15,000 |
1.140
Ask Size: 15,000 |
MERCK CO. D... |
115.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC4AJF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.16 |
| Parity: |
0.04 |
| Time value: |
1.10 |
| Break-even: |
126.40 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.56 |
| Theta: |
-0.10 |
| Omega: |
5.69 |
| Rho: |
0.08 |
Quote data
| Open: |
1.190 |
| High: |
1.350 |
| Low: |
1.130 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.69% |
| 1 Month |
|
|
-27.04% |
| 3 Months |
|
|
-35.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.060 |
| 1M High / 1M Low: |
1.590 |
1.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
