BNP Paribas Call 140 6MK 20.12.2024
/ DE000PN2HZ97
BNP Paribas Call 140 6MK 20.12.20.../ DE000PN2HZ97 /
7/5/2024 7:21:04 PM |
Chg.0.000 |
Bid7:39:18 PM |
Ask7:39:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
0.00% |
0.220 Bid Size: 94,000 |
0.230 Ask Size: 94,000 |
MERCK CO. D... |
140.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PN2HZ9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
12/20/2024 |
Issue date: |
4/25/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-2.36 |
Time value: |
0.25 |
Break-even: |
142.50 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.03 |
Spread %: |
13.64% |
Delta: |
0.22 |
Theta: |
-0.02 |
Omega: |
10.06 |
Rho: |
0.10 |
Quote data
Open: |
0.220 |
High: |
0.250 |
Low: |
0.220 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-43.59% |
3 Months |
|
|
-56.00% |
YTD |
|
|
+83.33% |
1 Year |
|
|
-50.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.220 |
1M High / 1M Low: |
0.500 |
0.220 |
6M High / 6M Low: |
0.640 |
0.220 |
High (YTD): |
3/28/2024 |
0.640 |
Low (YTD): |
1/2/2024 |
0.180 |
52W High: |
3/28/2024 |
0.640 |
52W Low: |
11/28/2023 |
0.054 |
Avg. price 1W: |
|
0.272 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.368 |
Avg. volume 1M: |
|
818.182 |
Avg. price 6M: |
|
0.399 |
Avg. volume 6M: |
|
141.732 |
Avg. price 1Y: |
|
0.290 |
Avg. volume 1Y: |
|
70.313 |
Volatility 1M: |
|
213.04% |
Volatility 6M: |
|
175.31% |
Volatility 1Y: |
|
172.14% |
Volatility 3Y: |
|
- |