BNP Paribas Call 95 6MK 20.06.2025
/ DE000PN7EMJ8
BNP Paribas Call 95 6MK 20.06.202.../ DE000PN7EMJ8 /
| 7/26/2024 8:35:34 AM |
Chg.-0.01 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
-0.31% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
95.00 - |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
8/17/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
2.10 |
| Time value: |
1.09 |
| Break-even: |
126.90 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
2.82 |
| Rho: |
0.52 |
Quote data
| Open: |
3.19 |
| High: |
3.19 |
| Low: |
3.19 |
| Previous Close: |
3.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.59% |
| 1 Month |
|
|
-18.83% |
| 3 Months |
|
|
-15.38% |
| YTD |
|
|
+65.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
3.01 |
| 1M High / 1M Low: |
3.93 |
3.01 |
| 6M High / 6M Low: |
3.93 |
2.88 |
| High (YTD): |
6/26/2024 |
3.93 |
| Low (YTD): |
1/2/2024 |
2.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.86% |
| Volatility 6M: |
|
58.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
