OverviewChartNewsTraderScreen

BNP Paribas Call 125 6MK 20.12.20.../  DE000PN7E4E8  /

Frankfurt Zert./BNP
09/09/2024  10:50:33 Chg.-0.120 Bid09/09/2024 Ask09/09/2024 Underlying Strike price Expiration date Option type
0.180EUR -40.00% 0.180
Bid Size: 47,500		 0.210
Ask Size: 47,500		 MERCK CO. D... 125.00 - 20/12/2024 Call
 

Master data

WKN: PN7E4E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 20/12/2024
Issue date: 17/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.29
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.18
Parity: -1.87
Time value: 0.31
Break-even: 128.10
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.26
Theta: -0.04
Omega: 8.93
Rho: 0.07
 

Quote data

Open: 0.230
High: 0.240
Low: 0.160
Previous Close: 0.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.94%
1 Month
  -30.77%
3 Months
  -83.78%
YTD
  -51.35%
1 Year
  -69.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.210
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: 1.390 0.200
High (YTD): 28/03/2024 1.390
Low (YTD): 16/08/2024 0.200
52W High: 28/03/2024 1.390
52W Low: 28/11/2023 0.180
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   0.839
Avg. volume 6M:   244.252
Avg. price 1Y:   0.704
Avg. volume 1Y:   122.126
Volatility 1M:   248.00%
Volatility 6M:   190.86%
Volatility 1Y:   162.88%
Volatility 3Y:   -