BNP Paribas Call 95 6MK 20.06.2025
/ DE000PN7EMJ8
BNP Paribas Call 95 6MK 20.06.202.../ DE000PN7EMJ8 /
8/30/2024 8:37:49 AM |
Chg.-0.02 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.35EUR |
-0.84% |
- 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: |
4.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.22 |
Implied volatility: |
0.45 |
Historic volatility: |
0.18 |
Parity: |
1.22 |
Time value: |
1.24 |
Break-even: |
119.60 |
Moneyness: |
1.13 |
Premium: |
0.12 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
0.82% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
3.12 |
Rho: |
0.42 |
Quote data
Open: |
2.35 |
High: |
2.35 |
Low: |
2.35 |
Previous Close: |
2.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.29% |
1 Month |
|
|
+10.33% |
3 Months |
|
|
-26.10% |
YTD |
|
|
+21.76% |
1 Year |
|
|
+6.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.37 |
2.25 |
1M High / 1M Low: |
2.37 |
2.03 |
6M High / 6M Low: |
3.93 |
2.03 |
High (YTD): |
6/26/2024 |
3.93 |
Low (YTD): |
8/7/2024 |
2.03 |
52W High: |
6/26/2024 |
3.93 |
52W Low: |
11/28/2023 |
1.40 |
Avg. price 1W: |
|
2.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.20 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.72 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
44.36% |
Volatility 6M: |
|
72.94% |
Volatility 1Y: |
|
68.15% |
Volatility 3Y: |
|
- |