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

Frankfurt Zert./BNP
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:   -