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

Frankfurt Zert./BNP
02/09/2024  21:50:31 Chg.+0.080 Bid08:05:17 Ask- Underlying Strike price Expiration date Option type
2.300EUR +3.60% 2.270
Bid Size: 3,625		 -
Ask Size: -		 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: 4.83
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.22
Implied volatility: 0.67
Historic volatility: 0.18
Parity: 1.22
Time value: 1.00
Break-even: 117.20
Moneyness: 1.13
Premium: 0.09
Premium p.a.: 0.35
Spread abs.: -0.01
Spread %: -0.45%
Delta: 0.71
Theta: -0.07
Omega: 3.41
Rho: 0.16
 

Quote data

Open: 2.210
High: 2.330
Low: 2.180
Previous Close: 2.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.75%
1 Month  
+11.11%
3 Months
  -29.23%
YTD  
+27.07%
1 Year  
+11.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.300 2.040
1M High / 1M Low: 2.300 1.760
6M High / 6M Low: 3.750 1.760
High (YTD): 24/06/2024 3.750
Low (YTD): 06/08/2024 1.760
52W High: 24/06/2024 3.750
52W Low: 28/11/2023 1.200
Avg. price 1W:   2.180
Avg. volume 1W:   0.000
Avg. price 1M:   1.990
Avg. volume 1M:   0.000
Avg. price 6M:   2.987
Avg. volume 6M:   0.000
Avg. price 1Y:   2.531
Avg. volume 1Y:   0.000
Volatility 1M:   48.20%
Volatility 6M:   76.56%
Volatility 1Y:   72.22%
Volatility 3Y:   -