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BNP Paribas Call 220 MRK 19.12.20.../  DE000PN64X36  /

Frankfurt Zert./BNP
11/4/2024  5:20:50 PM Chg.-0.010 Bid11/4/2024 Ask11/4/2024 Underlying Strike price Expiration date Option type
0.290EUR -3.33% -
Bid Size: -		 -
Ask Size: -		 MERCK KGAA O.N. 220.00 EUR 12/19/2025 Call
 

Master data

WKN: PN64X3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 EUR
Maturity: 12/19/2025
Issue date: 8/11/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.01
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.27
Parity: -6.60
Time value: 0.35
Break-even: 223.50
Moneyness: 0.70
Premium: 0.45
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 16.67%
Delta: 0.17
Theta: -0.02
Omega: 7.36
Rho: 0.25
 

Quote data

Open: 0.310
High: 0.310
Low: 0.290
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -14.71%
3 Months
  -58.57%
YTD
  -43.14%
1 Year
  -55.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.270
1M High / 1M Low: 0.480 0.270
6M High / 6M Low: 1.060 0.270
High (YTD): 6/12/2024 1.060
Low (YTD): 10/31/2024 0.270
52W High: 11/21/2023 1.100
52W Low: 10/31/2024 0.270
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.622
Avg. volume 6M:   0.000
Avg. price 1Y:   0.626
Avg. volume 1Y:   0.000
Volatility 1M:   211.53%
Volatility 6M:   141.97%
Volatility 1Y:   138.40%
Volatility 3Y:   -