BNP Paribas Call 245 MRK 20.12.2024
/ DE000PE833J3
BNP Paribas Call 245 MRK 20.12.20.../ DE000PE833J3 /
03/10/2024 08:13:17 |
Chg.0.000 |
Bid09:07:00 |
Ask09:07:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 50,000 |
0.021 Ask Size: 50,000 |
MERCK KGAA O.N. |
245.00 - |
20/12/2024 |
Call |
Master data
WKN: |
PE833J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
245.00 - |
Maturity: |
20/12/2024 |
Issue date: |
14/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
327.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.27 |
Parity: |
-8.76 |
Time value: |
0.05 |
Break-even: |
245.48 |
Moneyness: |
0.64 |
Premium: |
0.56 |
Premium p.a.: |
7.00 |
Spread abs.: |
0.05 |
Spread %: |
4,700.00% |
Delta: |
0.04 |
Theta: |
-0.02 |
Omega: |
11.92 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-95.00% |
3 Months |
|
|
-96.77% |
YTD |
|
|
-98.31% |
1 Year |
|
|
-99.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.020 |
0.001 |
6M High / 6M Low: |
0.090 |
0.001 |
High (YTD): |
06/03/2024 |
0.100 |
Low (YTD): |
02/10/2024 |
0.001 |
52W High: |
21/11/2023 |
0.240 |
52W Low: |
02/10/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.037 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.067 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
294.90% |
Volatility 6M: |
|
250.13% |
Volatility 1Y: |
|
230.67% |
Volatility 3Y: |
|
- |