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: |
|
- |