BNP Paribas Call 220 MRK 19.12.2025
/ DE000PN64X36
BNP Paribas Call 220 MRK 19.12.20.../ DE000PN64X36 /
03/10/2024 10:21:15 |
Chg.+0.010 |
Bid03/10/2024 |
Ask03/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+2.78% |
0.370 Bid Size: 50,000 |
0.380 Ask Size: 50,000 |
MERCK KGAA O.N. |
220.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
11/08/2023 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
37.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.27 |
Parity: |
-6.26 |
Time value: |
0.42 |
Break-even: |
224.20 |
Moneyness: |
0.72 |
Premium: |
0.42 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.05 |
Spread %: |
13.51% |
Delta: |
0.19 |
Theta: |
-0.02 |
Omega: |
7.15 |
Rho: |
0.31 |
Quote data
Open: |
0.360 |
High: |
0.370 |
Low: |
0.330 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.76% |
1 Month |
|
|
-53.16% |
3 Months |
|
|
-26.00% |
YTD |
|
|
-27.45% |
1 Year |
|
|
-56.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.350 |
1M High / 1M Low: |
0.790 |
0.340 |
6M High / 6M Low: |
1.060 |
0.340 |
High (YTD): |
12/06/2024 |
1.060 |
Low (YTD): |
24/09/2024 |
0.340 |
52W High: |
21/11/2023 |
1.100 |
52W Low: |
24/09/2024 |
0.340 |
Avg. price 1W: |
|
0.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.536 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.649 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.657 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
158.46% |
Volatility 6M: |
|
127.63% |
Volatility 1Y: |
|
130.89% |
Volatility 3Y: |
|
- |