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

Frankfurt Zert./BNP
6/27/2024  2:21:19 PM Chg.-0.010 Bid2:32:20 PM Ask2:32:20 PM Underlying Strike price Expiration date Option type
0.440EUR -2.22% 0.430
Bid Size: 31,500		 0.440
Ask Size: 31,500		 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: 26.77
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -1.69
Time value: 0.46
Break-even: 144.60
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.32
Theta: -0.03
Omega: 8.61
Rho: 0.17
 

Quote data

Open: 0.430
High: 0.450
Low: 0.420
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.79%
1 Month  
+10.00%
3 Months
  -29.03%
YTD  
+266.67%
1 Year  
+10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 0.500 0.280
6M High / 6M Low: 0.640 0.110
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:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   782.609
Avg. price 6M:   0.393
Avg. volume 6M:   141.732
Avg. price 1Y:   0.293
Avg. volume 1Y:   70.313
Volatility 1M:   194.06%
Volatility 6M:   181.77%
Volatility 1Y:   167.65%
Volatility 3Y:   -