BNP Paribas Call 220 MRK 19.12.2025
/ DE000PN64X36
BNP Paribas Call 220 MRK 19.12.20.../ DE000PN64X36 /
2024-08-26 9:09:15 AM |
Chg.+0.020 |
Bid4:40:55 PM |
Ask4:40:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+2.67% |
0.770 Bid Size: 45,000 |
0.780 Ask Size: 45,000 |
MERCK KGAA O.N. |
220.00 EUR |
2025-12-19 |
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: |
2025-12-19 |
Issue date: |
2023-08-11 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.27 |
Parity: |
-4.85 |
Time value: |
0.82 |
Break-even: |
228.20 |
Moneyness: |
0.78 |
Premium: |
0.33 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.05 |
Spread %: |
6.49% |
Delta: |
0.30 |
Theta: |
-0.02 |
Omega: |
6.20 |
Rho: |
0.56 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+54.00% |
3 Months |
|
|
-9.41% |
YTD |
|
|
+60.42% |
1 Year |
|
|
-27.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.700 |
1M High / 1M Low: |
0.800 |
0.500 |
6M High / 6M Low: |
1.050 |
0.390 |
High (YTD): |
2024-06-13 |
1.050 |
Low (YTD): |
2024-04-18 |
0.390 |
52W High: |
2023-09-05 |
1.320 |
52W Low: |
2024-04-18 |
0.390 |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.715 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.671 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.708 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
197.18% |
Volatility 6M: |
|
151.68% |
Volatility 1Y: |
|
141.46% |
Volatility 3Y: |
|
- |