BNP Paribas Call 160 MRK 19.12.20.../  DE000PC84TH8  /

EUWAX
7/30/2024  8:08:39 AM Chg.+0.050 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.410EUR +13.89% -
Bid Size: -
-
Ask Size: -
Merck and Co Inc 160.00 USD 12/19/2025 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: 12/19/2025
Issue date: 4/30/2024
Last trading day: 12/18/2025
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: 0.410
Low: 0.410
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.13%
1 Month
  -21.15%
3 Months
  -29.31%
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:   -