BNP Paribas Call 160 MRK 19.12.2025
/ DE000PC84TH8
BNP Paribas Call 160 MRK 19.12.20.../ DE000PC84TH8 /
| 30/07/2024 16:35:39 |
Chg.-0.220 |
Bid16:38:12 |
Ask16:38:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-51.16% |
0.200
Bid Size: 100,000 |
0.210
Ask Size: 100,000 |
Merck and Co Inc |
160.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC84TH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
30/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-2.98 |
| Time value: |
0.43 |
| Break-even: |
152.19 |
| Moneyness: |
0.80 |
| Premium: |
0.29 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
7.55 |
| Rho: |
0.39 |
Quote data
| Open: |
0.410 |
| High: |
0.420 |
| Low: |
0.210 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.24% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.460 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
