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

EUWAX
7/26/2024  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 - 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: 50.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -2.46
Time value: 0.23
Break-even: 142.30
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.20
Theta: -0.02
Omega: 10.14
Rho: 0.08
 

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
  -40.00%
3 Months
  -57.14%
YTD  
+118.18%
1 Year  
+9.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.400 0.170
6M High / 6M Low: 0.660 0.170
High (YTD): 3/28/2024 0.660
Low (YTD): 7/24/2024 0.170
52W High: 3/28/2024 0.660
52W Low: 11/24/2023 0.055
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   310.39%
Volatility 6M:   211.54%
Volatility 1Y:   191.84%
Volatility 3Y:   -