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

EUWAX
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:   -