BNP Paribas Call 150 MRK 20.12.20.../  DE000PC84TG0  /

Frankfurt Zert./BNP
8/1/2024  7:50:26 PM Chg.+0.005 Bid8:06:18 PM Ask8:06:18 PM Underlying Strike price Expiration date Option type
0.018EUR +38.46% 0.019
Bid Size: 100,000
0.091
Ask Size: 100,000
Merck and Co Inc 150.00 USD 12/20/2024 Call
 

Master data

WKN: PC84TG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Merck and Co Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 4/30/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 114.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -3.41
Time value: 0.09
Break-even: 139.49
Moneyness: 0.75
Premium: 0.33
Premium p.a.: 1.11
Spread abs.: 0.08
Spread %: 550.00%
Delta: 0.10
Theta: -0.01
Omega: 11.65
Rho: 0.04
 

Quote data

Open: 0.015
High: 0.020
Low: 0.005
Previous Close: 0.013
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -79.55%
1 Month
  -86.15%
3 Months
  -91.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.013
1M High / 1M Low: 0.130 0.013
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.065
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   390.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -