BNP Paribas Call 125 6MK 20.09.2024
/ DE000PC4AJH6
BNP Paribas Call 125 6MK 20.09.20.../ DE000PC4AJH6 /
| 2024-07-12 8:19:12 AM |
Chg.+0.120 |
Bid7:27:59 PM |
Ask7:27:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+20.69% |
0.630
Bid Size: 37,000 |
0.640
Ask Size: 37,000 |
MERCK CO. D... |
125.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.16 |
| Parity: |
-0.64 |
| Time value: |
0.70 |
| Break-even: |
132.00 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.45 |
| Theta: |
-0.07 |
| Omega: |
7.57 |
| Rho: |
0.09 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-24.73% |
| 3 Months |
|
|
-14.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.490 |
| 1M High / 1M Low: |
1.060 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
