BNP Paribas Call 135 6MK 17.01.2025
/ DE000PC4AJL8
BNP Paribas Call 135 6MK 17.01.20.../ DE000PC4AJL8 /
16/08/2024 21:50:29 |
Chg.+0.001 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.081EUR |
+1.25% |
0.085 Bid Size: 50,000 |
0.095 Ask Size: 50,000 |
MERCK CO. D... |
135.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PC4AJL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 - |
Maturity: |
17/01/2025 |
Issue date: |
31/01/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
113.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-3.17 |
Time value: |
0.09 |
Break-even: |
135.91 |
Moneyness: |
0.76 |
Premium: |
0.32 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.01 |
Spread %: |
12.35% |
Delta: |
0.11 |
Theta: |
-0.01 |
Omega: |
11.99 |
Rho: |
0.04 |
Quote data
Open: |
0.083 |
High: |
0.090 |
Low: |
0.077 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-32.50% |
1 Month |
|
|
-78.68% |
3 Months |
|
|
-88.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.080 |
1M High / 1M Low: |
0.500 |
0.080 |
6M High / 6M Low: |
0.900 |
0.080 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.554 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
352.70% |
Volatility 6M: |
|
198.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |