BNP Paribas Call 145 MRK 20.09.2024
/ DE000PC84TF2
BNP Paribas Call 145 MRK 20.09.20.../ DE000PC84TF2 /
| 2024-07-05 8:50:32 AM |
Chg.0.000 |
Bid9:08:27 AM |
Ask9:08:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
0.00% |
0.030
Bid Size: 12,500 |
0.091
Ask Size: 12,500 |
Merck and Co Inc |
145.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC84TF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
127.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-1.77 |
| Time value: |
0.09 |
| Break-even: |
135.04 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.06 |
| Spread %: |
225.00% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
17.70 |
| Rho: |
0.03 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.028 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.43% |
| 1 Month |
|
|
-68.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.022 |
| 1M High / 1M Low: |
0.130 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
