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

Frankfurt Zert./BNP
08/11/2024  21:50:19 Chg.0.000 Bid08/11/2024 Ask08/11/2024 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 50,000
0.091
Ask Size: 50,000
MERCK CO. D... 140.00 - 17/01/2025 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: 17/01/2025
Issue date: 25/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 105.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.19
Parity: -4.40
Time value: 0.09
Break-even: 140.91
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 6.60
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.09
Theta: -0.03
Omega: 9.44
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -87.50%
3 Months
  -98.57%
YTD
  -99.29%
1 Year
  -99.17%
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: 0.560 0.001
High (YTD): 28/03/2024 0.680
Low (YTD): 08/11/2024 0.001
52W High: 28/03/2024 0.680
52W Low: 08/11/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   0.266
Avg. volume 1Y:   0.000
Volatility 1M:   666.94%
Volatility 6M:   449.88%
Volatility 1Y:   340.12%
Volatility 3Y:   -