BNP Paribas Call 95 6MK 20.06.2025
/ DE000PN7EMJ8
BNP Paribas Call 95 6MK 20.06.202.../ DE000PN7EMJ8 /
29/07/2024 12:50:39 |
Chg.+0.050 |
Bid12:51:16 |
Ask12:51:16 |
Underlying |
Strike price |
Expiration date |
Option type |
3.210EUR |
+1.58% |
3.200 Bid Size: 13,500 |
3.220 Ask Size: 13,500 |
MERCK CO. D... |
95.00 - |
20/06/2025 |
Call |
Master data
WKN: |
PN7EMJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK CO. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
20/06/2025 |
Issue date: |
17/08/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
2.04 |
Implied volatility: |
0.45 |
Historic volatility: |
0.16 |
Parity: |
2.04 |
Time value: |
1.10 |
Break-even: |
126.40 |
Moneyness: |
1.21 |
Premium: |
0.10 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.64% |
Delta: |
0.77 |
Theta: |
-0.03 |
Omega: |
2.84 |
Rho: |
0.52 |
Quote data
Open: |
3.160 |
High: |
3.210 |
Low: |
3.160 |
Previous Close: |
3.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.90% |
1 Month |
|
|
-4.18% |
3 Months |
|
|
-11.81% |
YTD |
|
|
+61.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.200 |
3.070 |
1M High / 1M Low: |
3.490 |
3.060 |
6M High / 6M Low: |
3.900 |
2.860 |
High (YTD): |
24/06/2024 |
3.900 |
Low (YTD): |
02/01/2024 |
2.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.241 |
Avg. volume 1M: |
|
315 |
Avg. price 6M: |
|
3.401 |
Avg. volume 6M: |
|
49.606 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.41% |
Volatility 6M: |
|
52.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |