OverviewChartNewsTraderScreen

BNP Paribas Call 245 MRK 20.12.20.../  DE000PE833J3  /

EUWAX
23/07/2024  11:27:13 Chg.-0.002 Bid17:25:24 Ask17:25:24 Underlying Strike price Expiration date Option type
0.021EUR -8.70% 0.026
Bid Size: 50,000		 0.036
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: 214.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -9.50
Time value: 0.07
Break-even: 245.70
Moneyness: 0.61
Premium: 0.64
Premium p.a.: 2.32
Spread abs.: 0.05
Spread %: 218.18%
Delta: 0.05
Theta: -0.01
Omega: 10.08
Rho: 0.03
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -76.14%
3 Months
  -12.50%
YTD
  -64.41%
1 Year
  -92.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.022
1M High / 1M Low: 0.087 0.022
6M High / 6M Low: 0.100 0.022
High (YTD): 06/03/2024 0.100
Low (YTD): 19/07/2024 0.022
52W High: 05/09/2023 0.340
52W Low: 19/07/2024 0.022
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.116
Avg. volume 1Y:   0.000
Volatility 1M:   309.65%
Volatility 6M:   233.29%
Volatility 1Y:   208.14%
Volatility 3Y:   -