BNP Paribas Call 85 6MK 20.06.2025
/ DE000PZ1ESR7
BNP Paribas Call 85 6MK 20.06.202.../ DE000PZ1ESR7 /
04/10/2024 21:50:36 |
Chg.-0.020 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
2.500EUR |
-0.79% |
2.510 Bid Size: 16,000 |
2.530 Ask Size: 16,000 |
MERCK CO. D... |
85.00 - |
20/06/2025 |
Call |
Master data
WKN: |
PZ1ESR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
20/06/2025 |
Issue date: |
15/11/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.50 |
Implied volatility: |
0.50 |
Historic volatility: |
0.18 |
Parity: |
1.50 |
Time value: |
1.03 |
Break-even: |
110.30 |
Moneyness: |
1.18 |
Premium: |
0.10 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
0.80% |
Delta: |
0.74 |
Theta: |
-0.03 |
Omega: |
2.93 |
Rho: |
0.35 |
Quote data
Open: |
2.530 |
High: |
2.550 |
Low: |
2.490 |
Previous Close: |
2.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.07% |
1 Month |
|
|
-22.60% |
3 Months |
|
|
-38.88% |
YTD |
|
|
-5.66% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.880 |
2.500 |
1M High / 1M Low: |
3.270 |
2.500 |
6M High / 6M Low: |
4.740 |
2.500 |
High (YTD): |
24/06/2024 |
4.740 |
Low (YTD): |
04/10/2024 |
2.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.680 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.940 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.778 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.76% |
Volatility 6M: |
|
60.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |