BNP Paribas Call 125 6MK 20.12.2024
/ DE000PN7E4E8
BNP Paribas Call 125 6MK 20.12.20.../ DE000PN7E4E8 /
| 8/2/2024 9:50:33 PM |
Chg.+0.060 |
Bid9:52:18 PM |
Ask9:52:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+23.08% |
0.320
Bid Size: 43,500 |
0.330
Ask Size: 43,500 |
MERCK CO. D... |
125.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/17/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
-1.95 |
| Time value: |
0.27 |
| Break-even: |
127.70 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
9.50 |
| Rho: |
0.09 |
Quote data
| Open: |
0.240 |
| High: |
0.350 |
| Low: |
0.230 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.44% |
| 1 Month |
|
|
-59.49% |
| 3 Months |
|
|
-68.93% |
| YTD |
|
|
-13.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.210 |
| 1M High / 1M Low: |
0.940 |
0.210 |
| 6M High / 6M Low: |
1.390 |
0.210 |
| High (YTD): |
3/28/2024 |
1.390 |
| Low (YTD): |
7/31/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.709 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.003 |
| Avg. volume 6M: |
|
244.252 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.19% |
| Volatility 6M: |
|
163.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
