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BNP Paribas Call 140 6MK 20.12.20.../  DE000PN2HZ97  /

Frankfurt Zert./BNP
04/10/2024  21:50:33 Chg.-0.002 Bid21:59:14 Ask21:59:14 Underlying Strike price Expiration date Option type
0.002EUR -50.00% 0.003
Bid Size: 50,000		 0.091
Ask Size: 50,000		 MERCK CO. D... 140.00 - 20/12/2024 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: 20/12/2024
Issue date: 25/04/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.18
Parity: -4.00
Time value: 0.09
Break-even: 140.91
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 4.19
Spread abs.: 0.09
Spread %: 2,933.33%
Delta: 0.09
Theta: -0.03
Omega: 10.23
Rho: 0.02
 

Quote data

Open: 0.004
High: 0.004
Low: 0.002
Previous Close: 0.004
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -77.78%
1 Month
  -96.30%
3 Months
  -99.20%
YTD
  -98.33%
1 Year
  -98.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.002
1M High / 1M Low: 0.054 0.001
6M High / 6M Low: 0.570 0.001
High (YTD): 28/03/2024 0.640
Low (YTD): 26/09/2024 0.001
52W High: 28/03/2024 0.640
52W Low: 26/09/2024 0.001
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   139.535
Avg. price 1Y:   0.249
Avg. volume 1Y:   70.588
Volatility 1M:   2,925.96%
Volatility 6M:   1,165.02%
Volatility 1Y:   829.81%
Volatility 3Y:   -