BNP Paribas Call 135 6MK 20.12.20.../  DE000PC254M8  /

EUWAX
10/10/2024  1:07:39 PM Chg.+0.001 Bid2:32:51 PM Ask2:32:51 PM Underlying Strike price Expiration date Option type
0.007EUR +16.67% 0.007
Bid Size: 50,000
0.091
Ask Size: 50,000
MERCK CO. D... 135.00 - 12/20/2024 Call
 

Master data

WKN: PC254M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 12/20/2024
Issue date: 1/10/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 110.75
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.18
Parity: -3.42
Time value: 0.09
Break-even: 135.91
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 3.65
Spread abs.: 0.08
Spread %: 1,037.50%
Delta: 0.10
Theta: -0.03
Omega: 11.10
Rho: 0.02
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.33%
1 Month
  -87.50%
3 Months
  -98.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.006
1M High / 1M Low: 0.077 0.006
6M High / 6M Low: 0.790 0.006
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.348
Avg. volume 6M:   76.923
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   333.40%
Volatility 6M:   295.30%
Volatility 1Y:   -
Volatility 3Y:   -