BNP Paribas Call 152 MRK 19.07.2024
/ DE000PC9PFD0
BNP Paribas Call 152 MRK 19.07.20.../ DE000PC9PFD0 /
03/07/2024 21:20:13 |
Chg.+0.020 |
Bid03/07/2024 |
Ask03/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+6.25% |
0.340 Bid Size: 8,824 |
0.400 Ask Size: 7,500 |
MERCK KGAA O.N. |
152.00 EUR |
19/07/2024 |
Call |
Master data
WKN: |
PC9PFD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
152.00 EUR |
Maturity: |
19/07/2024 |
Issue date: |
13/05/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
39.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-0.20 |
Time value: |
0.38 |
Break-even: |
155.80 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
1.38 |
Spread abs.: |
0.06 |
Spread %: |
18.75% |
Delta: |
0.46 |
Theta: |
-0.15 |
Omega: |
17.96 |
Rho: |
0.03 |
Quote data
Open: |
0.310 |
High: |
0.360 |
Low: |
0.290 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-49.25% |
1 Month |
|
|
-80.35% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.320 |
1M High / 1M Low: |
2.420 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.542 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
279.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |