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

EUWAX
05/07/2024  08:13:33 Chg.-0.020 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.260EUR -7.14% -
Bid Size: -		 -
Ask Size: -		 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: 37.63
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -2.33
Time value: 0.31
Break-even: 143.10
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.24
Theta: -0.02
Omega: 9.14
Rho: 0.13
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.48%
1 Month
  -39.53%
3 Months
  -50.94%
YTD  
+100.00%
1 Year
  -39.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.260
1M High / 1M Low: 0.570 0.260
6M High / 6M Low: 0.710 0.260
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:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.418
Avg. volume 1M:   0.000
Avg. price 6M:   0.447
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   232.10%
Volatility 6M:   178.38%
Volatility 1Y:   172.17%
Volatility 3Y:   -