BNP Paribas Call 125 MRK 20.12.2024
/ DE000PC2Z5R0
BNP Paribas Call 125 MRK 20.12.20.../ DE000PC2Z5R0 /
| 2024-11-04 8:49:07 AM |
Chg.+0.24 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
+8.54% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
125.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC2Z5R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
2.91 |
| Time value: |
0.17 |
| Break-even: |
155.70 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
1.99% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
4.57 |
| Rho: |
0.14 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
2.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.86% |
| 1 Month |
|
|
-8.96% |
| 3 Months |
|
|
-32.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
2.71 |
| 1M High / 1M Low: |
4.12 |
2.71 |
| 6M High / 6M Low: |
5.41 |
2.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.01% |
| Volatility 6M: |
|
104.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
