BNP Paribas Call 125 6MK 20.09.2024
/ DE000PC4AJH6
BNP Paribas Call 125 6MK 20.09.20.../ DE000PC4AJH6 /
| 8/16/2024 6:50:31 PM |
Chg.-0.001 |
Bid6:58:55 PM |
Ask6:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-9.09% |
0.010
Bid Size: 100,000 |
0.091
Ask Size: 100,000 |
MERCK CO. D... |
125.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC4AJH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
113.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.18 |
| Parity: |
-2.17 |
| Time value: |
0.09 |
| Break-even: |
125.91 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
6.90 |
| Spread abs.: |
0.08 |
| Spread %: |
658.33% |
| Delta: |
0.12 |
| Theta: |
-0.05 |
| Omega: |
14.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.015 |
| Low: |
0.010 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.59% |
| 1 Month |
|
|
-97.83% |
| 3 Months |
|
|
-98.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.034 |
0.011 |
| 1M High / 1M Low: |
0.620 |
0.011 |
| 6M High / 6M Low: |
1.190 |
0.011 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.705 |
| Avg. volume 6M: |
|
167.402 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
573.92% |
| Volatility 6M: |
|
277.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
