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BNP Paribas Call 130 6MK 20.06.20.../  DE000PN7EMU5  /

Frankfurt Zert./BNP
10/4/2024  9:50:30 PM Chg.-0.010 Bid10/4/2024 Ask10/4/2024 Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 50,000		 0.230
Ask Size: 50,000		 MERCK CO. D... 130.00 - 6/20/2025 Call
 

Master data

WKN: PN7EMU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 6/20/2025
Issue date: 8/17/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.49
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -3.00
Time value: 0.23
Break-even: 132.30
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.19
Theta: -0.01
Omega: 8.37
Rho: 0.12
 

Quote data

Open: 0.240
High: 0.240
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.03%
1 Month
  -56.00%
3 Months
  -77.78%
YTD
  -51.11%
1 Year
  -53.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.220
1M High / 1M Low: 0.500 0.220
6M High / 6M Low: 1.420 0.220
High (YTD): 3/28/2024 1.480
Low (YTD): 10/4/2024 0.220
52W High: 3/28/2024 1.480
52W Low: 10/4/2024 0.220
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   0.868
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   0.000
Volatility 1M:   178.99%
Volatility 6M:   147.05%
Volatility 1Y:   131.87%
Volatility 3Y:   -