BNP Paribas Call 115 6MK 20.12.2024
/ DE000PN7E4D0
BNP Paribas Call 115 6MK 20.12.20.../ DE000PN7E4D0 /
7/5/2024 9:50:23 PM |
Chg.+0.090 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.480EUR |
+6.47% |
1.470 Bid Size: 15,500 |
1.480 Ask Size: 15,500 |
MERCK CO. D... |
115.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN7E4D |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 - |
Maturity: |
12/20/2024 |
Issue date: |
8/17/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.42 |
Historic volatility: |
0.16 |
Parity: |
0.17 |
Time value: |
1.31 |
Break-even: |
129.80 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
0.68% |
Delta: |
0.60 |
Theta: |
-0.04 |
Omega: |
4.72 |
Rho: |
0.25 |
Quote data
Open: |
1.380 |
High: |
1.480 |
Low: |
1.370 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.27% |
1 Month |
|
|
-17.32% |
3 Months |
|
|
-16.85% |
YTD |
|
|
+111.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.650 |
1.390 |
1M High / 1M Low: |
2.040 |
1.390 |
6M High / 6M Low: |
2.060 |
1.170 |
High (YTD): |
3/28/2024 |
2.060 |
Low (YTD): |
1/2/2024 |
0.920 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.512 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.724 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.633 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.01% |
Volatility 6M: |
|
91.91% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |