OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
10/7/2024  6:35:29 PM Chg.-0.080 Bid6:47:37 PM Ask6:47:37 PM Underlying Strike price Expiration date Option type
1.420EUR -5.33% 1.430
Bid Size: 33,000		 1.440
Ask Size: 33,000		 MERCK CO. D... 95.00 - 12/20/2024 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: 12/20/2024
Issue date: 8/17/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.67
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.51
Implied volatility: 0.69
Historic volatility: 0.18
Parity: 0.51
Time value: 0.99
Break-even: 110.00
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 0.67%
Delta: 0.63
Theta: -0.08
Omega: 4.23
Rho: 0.10
 

Quote data

Open: 1.500
High: 1.580
Low: 1.420
Previous Close: 1.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -22.40%
1 Month
  -34.86%
3 Months
  -54.19%
YTD
  -21.55%
1 Year
  -14.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.890 1.500
1M High / 1M Low: 2.300 1.500
6M High / 6M Low: 3.750 1.500
High (YTD): 6/24/2024 3.750
Low (YTD): 10/4/2024 1.500
52W High: 6/24/2024 3.750
52W Low: 11/28/2023 1.200
Avg. price 1W:   1.686
Avg. volume 1W:   0.000
Avg. price 1M:   1.932
Avg. volume 1M:   0.000
Avg. price 6M:   2.788
Avg. volume 6M:   0.000
Avg. price 1Y:   2.546
Avg. volume 1Y:   0.000
Volatility 1M:   89.52%
Volatility 6M:   84.16%
Volatility 1Y:   77.43%
Volatility 3Y:   -