BNP Paribas Call 125 6MK 20.12.2024
/ DE000PN7E4E8
BNP Paribas Call 125 6MK 20.12.20.../ DE000PN7E4E8 /
9/3/2024 9:50:44 PM |
Chg.-0.060 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-19.35% |
0.250 Bid Size: 41,000 |
0.260 Ask Size: 41,000 |
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: |
31.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
-1.80 |
Time value: |
0.34 |
Break-even: |
128.40 |
Moneyness: |
0.86 |
Premium: |
0.20 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.03 |
Spread %: |
9.68% |
Delta: |
0.28 |
Theta: |
-0.04 |
Omega: |
8.68 |
Rho: |
0.08 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.240 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.41% |
1 Month |
|
|
-21.88% |
3 Months |
|
|
-75.96% |
YTD |
|
|
-32.43% |
1 Year |
|
|
-57.63% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.250 |
1M High / 1M Low: |
0.310 |
0.200 |
6M High / 6M Low: |
1.390 |
0.200 |
High (YTD): |
3/28/2024 |
1.390 |
Low (YTD): |
8/16/2024 |
0.200 |
52W High: |
3/28/2024 |
1.390 |
52W Low: |
11/28/2023 |
0.180 |
Avg. price 1W: |
|
0.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.247 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.853 |
Avg. volume 6M: |
|
240.465 |
Avg. price 1Y: |
|
0.706 |
Avg. volume 1Y: |
|
121.172 |
Volatility 1M: |
|
170.90% |
Volatility 6M: |
|
174.05% |
Volatility 1Y: |
|
153.80% |
Volatility 3Y: |
|
- |