BNP Paribas Call 200 MRK 17.12.2027
/ DE000PG46K74
BNP Paribas Call 200 MRK 17.12.20.../ DE000PG46K74 /
| 2025-01-15 8:10:36 AM |
Chg.-0.04 |
Bid11:34:28 AM |
Ask11:34:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-3.45% |
1.13
Bid Size: 35,000 |
1.16
Ask Size: 35,000 |
MERCK KGAA O.N. |
200.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PG46K7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-5.92 |
| Time value: |
1.20 |
| Break-even: |
212.00 |
| Moneyness: |
0.70 |
| Premium: |
0.51 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
6.19% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
4.15 |
| Rho: |
1.10 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.40% |
| 1 Month |
|
|
-11.81% |
| 3 Months |
|
|
-41.05% |
| YTD |
|
|
-4.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.15 |
| 1M High / 1M Low: |
1.25 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-08 |
1.25 |
| Low (YTD): |
2025-01-10 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
