BNP Paribas Call 90 6MK 20.06.2025
/ DE000PN8ZFC0
BNP Paribas Call 90 6MK 20.06.202.../ DE000PN8ZFC0 /
| 2024-07-26 9:50:32 PM |
Chg.-0.040 |
Bid9:59:43 PM |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.560EUR |
-1.11% |
3.520
Bid Size: 13,500 |
-
Ask Size: - |
MERCK CO. D... |
90.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
PN8ZFC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.16 |
| Parity: |
2.60 |
| Time value: |
1.14 |
| Break-even: |
127.40 |
| Moneyness: |
1.29 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.16 |
| Spread %: |
4.47% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
2.47 |
| Rho: |
0.49 |
Quote data
| Open: |
3.600 |
| High: |
3.770 |
| Low: |
3.540 |
| Previous Close: |
3.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.84% |
| 1 Month |
|
|
-15.64% |
| 3 Months |
|
|
-15.24% |
| YTD |
|
|
+54.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.600 |
3.470 |
| 1M High / 1M Low: |
4.220 |
3.450 |
| 6M High / 6M Low: |
4.320 |
3.230 |
| High (YTD): |
2024-06-24 |
4.320 |
| Low (YTD): |
2024-01-02 |
2.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.793 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.58% |
| Volatility 6M: |
|
48.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
