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

EUWAX
10/3/2024  9:20:11 AM Chg.+0.010 Bid9:57:47 AM Ask9:57:47 AM 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 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: 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: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -56.98%
3 Months
  -24.49%
YTD
  -22.92%
1 Year
  -57.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.860 0.340
6M High / 6M Low: 1.050 0.340
High (YTD): 6/13/2024 1.050
Low (YTD): 9/25/2024 0.340
52W High: 11/21/2023 1.090
52W Low: 9/25/2024 0.340
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.652
Avg. volume 6M:   0.000
Avg. price 1Y:   0.659
Avg. volume 1Y:   0.000
Volatility 1M:   150.24%
Volatility 6M:   157.77%
Volatility 1Y:   145.23%
Volatility 3Y:   -