BNP Paribas Call 220 MRK 17.12.2027
/ DE000PG46K66
BNP Paribas Call 220 MRK 17.12.20.../ DE000PG46K66 /
| 04/11/2024 12:39:57 |
Chg.+0.11 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+8.87% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
220.00 EUR |
17/12/2027 |
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: |
17/12/2027 |
| Issue date: |
30/07/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-6.60 |
| Time value: |
1.38 |
| Break-even: |
233.80 |
| Moneyness: |
0.70 |
| Premium: |
0.52 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
6.15% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
4.07 |
| Rho: |
1.32 |
Quote data
| Open: |
1.34 |
| High: |
1.35 |
| Low: |
1.34 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.17% |
| 1 Month |
|
|
+3.05% |
| 3 Months |
|
|
-22.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.23 |
| 1M High / 1M Low: |
1.62 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
