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BNP Paribas Call 95 6MK 20.12.202.../  DE000PN7E4B4  /

Frankfurt Zert./BNP
15/11/2024  21:50:23 Chg.-0.120 Bid21:56:40 Ask21:56:40 Underlying Strike price Expiration date Option type
0.320EUR -27.27% 0.320
Bid Size: 25,500		 0.350
Ask Size: 25,500		 MERCK CO. D... 95.00 - 20/12/2024 Call
 

Master data

WKN: PN7E4B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 20/12/2024
Issue date: 17/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.87
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.19
Parity: -0.16
Time value: 0.47
Break-even: 99.70
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.49
Theta: -0.08
Omega: 9.73
Rho: 0.04
 

Quote data

Open: 0.440
High: 0.440
Low: 0.240
Previous Close: 0.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.98%
1 Month
  -79.62%
3 Months
  -82.70%
YTD
  -82.32%
1 Year
  -76.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.320
1M High / 1M Low: 1.570 0.320
6M High / 6M Low: 3.750 0.320
High (YTD): 24/06/2024 3.750
Low (YTD): 15/11/2024 0.320
52W High: 24/06/2024 3.750
52W Low: 15/11/2024 0.320
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.915
Avg. volume 1M:   0.000
Avg. price 6M:   2.283
Avg. volume 6M:   0.000
Avg. price 1Y:   2.478
Avg. volume 1Y:   0.000
Volatility 1M:   155.67%
Volatility 6M:   109.73%
Volatility 1Y:   91.10%
Volatility 3Y:   -