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

EUWAX
29/07/2024  08:14:34 Chg.-0.010 Bid08:15:04 Ask08:15:04 Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.280
Bid Size: 11,750		 0.300
Ask Size: 11,750		 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: 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: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -39.13%
3 Months
  -55.56%
YTD  
+115.38%
1 Year  
+12.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.210
1M High / 1M Low: 0.370 0.210
6M High / 6M Low: 0.710 0.210
High (YTD): 28/03/2024 0.710
Low (YTD): 02/01/2024 0.200
52W High: 28/03/2024 0.710
52W Low: 28/11/2023 0.067
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.287
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   0.322
Avg. volume 1Y:   0.000
Volatility 1M:   242.02%
Volatility 6M:   191.57%
Volatility 1Y:   175.47%
Volatility 3Y:   -