BNP Paribas Call 160 MRK 19.12.2025
/ DE000PC84TH8
BNP Paribas Call 160 MRK 19.12.20.../ DE000PC84TH8 /
31/07/2024 08:08:51 |
Chg.-0.230 |
Bid09:05:48 |
Ask09:05:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-56.10% |
0.180 Bid Size: 12,500 |
0.190 Ask Size: 12,500 |
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: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.75% |
1 Month |
|
|
-65.38% |
3 Months |
|
|
-68.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.320 |
1M High / 1M Low: |
0.460 |
0.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.364 |
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: |
|
158.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |