BNP Paribas Call 125 6MK 17.01.2025
/ DE000PN7FA77
BNP Paribas Call 125 6MK 17.01.20.../ DE000PN7FA77 /
| 2024-07-25 8:21:01 AM |
Chg.+0.020 |
Bid8:40:01 AM |
Ask8:40:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+2.47% |
0.840
Bid Size: 10,750 |
0.850
Ask Size: 10,750 |
MERCK CO. D... |
125.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PN7FA7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
-1.04 |
| Time value: |
0.74 |
| Break-even: |
132.40 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
6.64 |
| Rho: |
0.20 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.79% |
| 1 Month |
|
|
-38.06% |
| 3 Months |
|
|
-37.59% |
| YTD |
|
|
+107.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.740 |
| 1M High / 1M Low: |
1.340 |
0.740 |
| 6M High / 6M Low: |
1.440 |
0.740 |
| High (YTD): |
2024-03-28 |
1.440 |
| Low (YTD): |
2024-01-02 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.072 |
| Avg. volume 6M: |
|
167.512 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.23% |
| Volatility 6M: |
|
120.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
