BNP Paribas Call 125 6MK 20.12.2024
/ DE000PN7E4E8
BNP Paribas Call 125 6MK 20.12.20.../ DE000PN7E4E8 /
| 7/17/2024 5:35:15 PM |
Chg.0.000 |
Bid5:45:02 PM |
Ask5:45:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
0.00% |
0.760
Bid Size: 43,000 |
0.770
Ask Size: 43,000 |
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: |
15.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
-0.99 |
| Time value: |
0.75 |
| Break-even: |
132.50 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.43 |
| Theta: |
-0.04 |
| Omega: |
6.62 |
| Rho: |
0.18 |
Quote data
| Open: |
0.720 |
| High: |
0.770 |
| Low: |
0.700 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.95% |
| 1 Month |
|
|
-21.28% |
| 3 Months |
|
|
-26.00% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.740 |
| 1M High / 1M Low: |
1.300 |
0.740 |
| 6M High / 6M Low: |
1.390 |
0.710 |
| High (YTD): |
3/28/2024 |
1.390 |
| Low (YTD): |
1/2/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.956 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.023 |
| Avg. volume 6M: |
|
244.252 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.61% |
| Volatility 6M: |
|
124.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
