BNP Paribas Call 118 MRK 20.06.2025
/ DE000PL0EW16
BNP Paribas Call 118 MRK 20.06.20.../ DE000PL0EW16 /
| 11/12/2024 9:13:35 AM |
Chg.-0.040 |
Bid8:56:15 PM |
Ask8:56:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-16.00% |
0.180
Bid Size: 100,000 |
0.190
Ask Size: 100,000 |
Merck and Co Inc |
118.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
PL0EW1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
10/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.62 |
| Time value: |
0.22 |
| Break-even: |
112.86 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
10.40 |
| Rho: |
0.12 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.220 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
