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

EUWAX
9/2/2024  8:38:19 AM Chg.+0.020 Bid9/2/2024 Ask9/2/2024 Underlying Strike price Expiration date Option type
0.480EUR +4.35% 0.480
Bid Size: 19,000		 0.490
Ask Size: 19,000		 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: 21.44
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -2.28
Time value: 0.50
Break-even: 135.00
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.31
Theta: -0.02
Omega: 6.71
Rho: 0.23
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.63%
1 Month  
+17.07%
3 Months
  -52.00%
YTD  
+14.29%
1 Year
  -26.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.430
1M High / 1M Low: 0.470 0.380
6M High / 6M Low: 1.510 0.380
High (YTD): 3/28/2024 1.510
Low (YTD): 8/19/2024 0.380
52W High: 3/28/2024 1.510
52W Low: 11/29/2023 0.270
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.425
Avg. volume 1M:   0.000
Avg. price 6M:   1.008
Avg. volume 6M:   0.000
Avg. price 1Y:   0.823
Avg. volume 1Y:   0.000
Volatility 1M:   101.86%
Volatility 6M:   140.31%
Volatility 1Y:   128.89%
Volatility 3Y:   -