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

Frankfurt Zert./BNP
2024-07-29  5:50:35 PM Chg.+0.050 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.280EUR +21.74% 0.280
Bid Size: 86,000		 0.290
Ask Size: 86,000		 MERCK CO. D... 140.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-04-25
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -2.46
Time value: 0.23
Break-even: 142.30
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.20
Theta: -0.02
Omega: 10.14
Rho: 0.08
 

Quote data

Open: 0.230
High: 0.280
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month     0.00%
3 Months
  -41.67%
YTD  
+133.33%
1 Year  
+21.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.330 0.180
6M High / 6M Low: 0.640 0.180
High (YTD): 2024-03-28 0.640
Low (YTD): 2024-07-23 0.180
52W High: 2024-03-28 0.640
52W Low: 2023-11-28 0.054
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   141.732
Avg. price 1Y:   0.287
Avg. volume 1Y:   70.866
Volatility 1M:   200.62%
Volatility 6M:   185.32%
Volatility 1Y:   173.66%
Volatility 3Y:   -