BNP Paribas Call 135 6MK 20.12.2024
/ DE000PC254M8
BNP Paribas Call 135 6MK 20.12.20.../ DE000PC254M8 /
13/11/2024 08:39:20 |
Chg.0.000 |
Bid15:50:38 |
Ask15:50:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 100,000 |
0.091 Ask Size: 100,000 |
MERCK CO. D... |
135.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
10/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
102.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.80 |
Historic volatility: |
0.19 |
Parity: |
-4.21 |
Time value: |
0.09 |
Break-even: |
135.91 |
Moneyness: |
0.69 |
Premium: |
0.46 |
Premium p.a.: |
41.87 |
Spread abs.: |
0.09 |
Spread %: |
9,000.00% |
Delta: |
0.09 |
Theta: |
-0.05 |
Omega: |
9.34 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-75.00% |
3 Months |
|
|
-98.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.010 |
0.001 |
6M High / 6M Low: |
0.750 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.240 |
Avg. volume 6M: |
|
75.758 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
392.16% |
Volatility 6M: |
|
359.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |