BNP Paribas Call 140 6MK 20.12.2024
/ DE000PN2HZ97
BNP Paribas Call 140 6MK 20.12.20.../ DE000PN2HZ97 /
02/09/2024 08:18:43 |
Chg.0.000 |
Bid14:50:41 |
Ask14:50:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
0.00% |
0.051 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: |
117.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-3.28 |
Time value: |
0.09 |
Break-even: |
140.91 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
1.49 |
Spread abs.: |
0.05 |
Spread %: |
97.83% |
Delta: |
0.10 |
Theta: |
-0.02 |
Omega: |
12.07 |
Rho: |
0.03 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.043 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.28% |
1 Month |
|
|
-14.00% |
3 Months |
|
|
-85.17% |
YTD |
|
|
-60.91% |
1 Year |
|
|
-84.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.045 |
0.029 |
1M High / 1M Low: |
0.070 |
0.029 |
6M High / 6M Low: |
0.660 |
0.029 |
High (YTD): |
28/03/2024 |
0.660 |
Low (YTD): |
26/08/2024 |
0.029 |
52W High: |
28/03/2024 |
0.660 |
52W Low: |
26/08/2024 |
0.029 |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.317 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.269 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
295.74% |
Volatility 6M: |
|
257.39% |
Volatility 1Y: |
|
221.00% |
Volatility 3Y: |
|
- |