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

EUWAX
7/26/2024  8:13:57 AM Chg.+0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.290EUR +7.41% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 140.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/25/2023
Last trading day: 1/16/2025
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: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month
  -36.96%
3 Months
  -53.97%
YTD  
+123.08%
1 Year  
+16.00%
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): 3/28/2024 0.710
Low (YTD): 1/2/2024 0.200
52W High: 3/28/2024 0.710
52W Low: 11/28/2023 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:   -