BNP Paribas Call 150 6MK 19.12.20.../  DE000PC5FHJ2  /

EUWAX
30/07/2024  08:34:32 Chg.+0.060 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.620EUR +10.71% -
Bid Size: -
-
Ask Size: -
MERCK CO. D... 150.00 - 19/12/2025 Call
 

Master data

WKN: PC5FHJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 19/12/2025
Issue date: 21/02/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.17
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -3.19
Time value: 0.65
Break-even: 156.50
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.32
Theta: -0.02
Omega: 5.85
Rho: 0.44
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month
  -19.48%
3 Months
  -25.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.500
1M High / 1M Low: 0.690 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.584
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -