BNP Paribas Call 220 MRK 17.12.2027
/ DE000PG46K66
BNP Paribas Call 220 MRK 17.12.20.../ DE000PG46K66 /
10/3/2024 10:21:11 AM |
Chg.+0.010 |
Bid10/3/2024 |
Ask10/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.370EUR |
+0.74% |
1.370 Bid Size: 29,000 |
1.410 Ask Size: 29,000 |
MERCK KGAA O.N. |
220.00 EUR |
12/17/2027 |
Call |
Master data
WKN: |
PG46K6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 EUR |
Maturity: |
12/17/2027 |
Issue date: |
7/30/2024 |
Last trading day: |
12/16/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.27 |
Parity: |
-6.26 |
Time value: |
1.44 |
Break-even: |
234.40 |
Moneyness: |
0.72 |
Premium: |
0.49 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.08 |
Spread %: |
5.88% |
Delta: |
0.38 |
Theta: |
-0.02 |
Omega: |
4.14 |
Rho: |
1.45 |
Quote data
Open: |
1.350 |
High: |
1.390 |
Low: |
1.250 |
Previous Close: |
1.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.52% |
1 Month |
|
|
-35.98% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.280 |
1M High / 1M Low: |
2.140 |
1.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.384 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.683 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |