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BNP Paribas Call 140 6MK 17.01.20.../  DE000PN2H0A6  /

Frankfurt Zert./BNP
2024-07-26  9:50:40 PM Chg.-0.010 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.270
Bid Size: 49,000		 0.280
Ask Size: 49,000		 MERCK CO. D... 140.00 - 2025-01-17 Call
 

Master data

WKN: PN2H0A
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.21
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -2.46
Time value: 0.28
Break-even: 142.80
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.23
Theta: -0.02
Omega: 9.28
Rho: 0.11
 

Quote data

Open: 0.290
High: 0.340
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.15%
3 Months
  -54.84%
YTD  
+100.00%
1 Year  
+12.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.380 0.230
6M High / 6M Low: 0.680 0.230
High (YTD): 2024-03-28 0.680
Low (YTD): 2024-01-02 0.200
52W High: 2024-03-28 0.680
52W Low: 2023-11-28 0.064
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   183.21%
Volatility 6M:   171.91%
Volatility 1Y:   161.79%
Volatility 3Y:   -