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

EUWAX
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:   -