BNP Paribas Call 145 6MK 20.12.20.../  DE000PC5FHE3  /

EUWAX
04/10/2024  13:48:37 Chg.- Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 145.00 - 20/12/2024 Call
 

Master data

WKN: PC5FHE
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 20/12/2024
Issue date: 21/02/2024
Last trading day: 07/10/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 110.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.18
Parity: -4.47
Time value: 0.09
Break-even: 145.91
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 6.25
Spread abs.: 0.09
Spread %: 9,000.00%
Delta: 0.09
Theta: -0.03
Omega: 9.72
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -93.33%
3 Months
  -99.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.020 0.001
6M High / 6M Low: 0.420 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   473.80%
Volatility 6M:   437.06%
Volatility 1Y:   -
Volatility 3Y:   -