BNP Paribas Call 125 6MK 20.12.2024
/ DE000PN7E4E8
BNP Paribas Call 125 6MK 20.12.20.../ DE000PN7E4E8 /
02/09/2024 17:35:27 |
Chg.+0.030 |
Bid02/09/2024 |
Ask02/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+10.71% |
0.310 Bid Size: 35,000 |
0.320 Ask Size: 35,000 |
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: |
35.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.18 |
Parity: |
-1.78 |
Time value: |
0.30 |
Break-even: |
128.00 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.26 |
Theta: |
-0.03 |
Omega: |
9.36 |
Rho: |
0.07 |
Quote data
Open: |
0.280 |
High: |
0.330 |
Low: |
0.270 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+29.17% |
1 Month |
|
|
-3.13% |
3 Months |
|
|
-63.53% |
YTD |
|
|
-16.22% |
1 Year |
|
|
-48.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.230 |
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: |
|
0.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.248 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.863 |
Avg. volume 6M: |
|
244.252 |
Avg. price 1Y: |
|
0.710 |
Avg. volume 1Y: |
|
122.126 |
Volatility 1M: |
|
170.20% |
Volatility 6M: |
|
172.68% |
Volatility 1Y: |
|
152.83% |
Volatility 3Y: |
|
- |