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

EUWAX
2024-07-26  8:15:26 AM Chg.+0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.240EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 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: 46.39
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -2.40
Time value: 0.25
Break-even: 142.50
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.21
Theta: -0.02
Omega: 9.89
Rho: 0.09
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -53.85%
3 Months
  -57.14%
YTD  
+118.18%
1 Year
  -7.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.520 0.170
6M High / 6M Low: 0.660 0.170
High (YTD): 2024-03-28 0.660
Low (YTD): 2024-07-24 0.170
52W High: 2024-03-28 0.660
52W Low: 2023-11-24 0.055
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   306.26%
Volatility 6M:   211.22%
Volatility 1Y:   191.74%
Volatility 3Y:   -