BNP Paribas Call 240 MRK 17.12.2027
/ DE000PG46K58
BNP Paribas Call 240 MRK 17.12.20.../ DE000PG46K58 /
| 2024-11-04 12:39:57 PM |
Chg.+0.080 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+8.25% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
240.00 EUR |
2027-12-17 |
Call |
Master data
| WKN: |
PG46K5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-8.60 |
| Time value: |
1.09 |
| Break-even: |
250.90 |
| Moneyness: |
0.64 |
| Premium: |
0.63 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.08 |
| Spread %: |
7.92% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
4.26 |
| Rho: |
1.11 |
Quote data
| Open: |
1.040 |
| High: |
1.050 |
| Low: |
1.040 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.78% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
-35.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.950 |
| 1M High / 1M Low: |
1.260 |
0.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
