BNP Paribas Call 115 6MK 20.12.2024
/ DE000PN7E4D0
BNP Paribas Call 115 6MK 20.12.20.../ DE000PN7E4D0 /
| 29/07/2024 17:05:12 |
Chg.+0.090 |
Bid17:09:50 |
Ask17:09:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.470EUR |
+6.52% |
1.490
Bid Size: 31,000 |
1.500
Ask Size: 31,000 |
MERCK CO. D... |
115.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
0.04 |
| Time value: |
1.33 |
| Break-even: |
128.70 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
4.89 |
| Rho: |
0.21 |
Quote data
| Open: |
1.380 |
| High: |
1.470 |
| Low: |
1.360 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.09% |
| 1 Month |
|
|
-3.92% |
| 3 Months |
|
|
-20.11% |
| YTD |
|
|
+110.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.290 |
| 1M High / 1M Low: |
1.650 |
1.290 |
| 6M High / 6M Low: |
2.060 |
1.260 |
| High (YTD): |
28/03/2024 |
2.060 |
| Low (YTD): |
02/01/2024 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.656 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.51% |
| Volatility 6M: |
|
95.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
