BNP Paribas Call 220 MRK 18.12.2026
/ DE000PG46KZ9
BNP Paribas Call 220 MRK 18.12.20.../ DE000PG46KZ9 /
| 11/4/2024 5:20:59 PM |
Chg.0.000 |
Bid11/4/2024 |
Ask11/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
220.00 EUR |
12/18/2026 |
Call |
Master data
| WKN: |
PG46KZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
12/18/2026 |
| Issue date: |
7/30/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-6.60 |
| Time value: |
0.87 |
| Break-even: |
228.70 |
| Moneyness: |
0.70 |
| Premium: |
0.48 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.07 |
| Spread %: |
8.75% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
5.05 |
| Rho: |
0.75 |
Quote data
| Open: |
0.830 |
| High: |
0.840 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-6.98% |
| 3 Months |
|
|
-37.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.760 |
| 1M High / 1M Low: |
1.100 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.887 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
