BNP Paribas Call 95 6MK 20.12.2024
/ DE000PN7E4B4
BNP Paribas Call 95 6MK 20.12.202.../ DE000PN7E4B4 /
| 26/07/2024 08:34:55 |
Chg.0.00 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.03EUR |
0.00% |
-
Bid Size: - |
-
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: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.16 |
| Parity: |
2.04 |
| Time value: |
0.92 |
| Break-even: |
124.60 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.05 |
| Omega: |
2.98 |
| Rho: |
0.23 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
3.03 |
| Previous Close: |
3.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.21% |
| 1 Month |
|
|
-13.18% |
| 3 Months |
|
|
-15.60% |
| YTD |
|
|
+73.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.84 |
| 1M High / 1M Low: |
3.49 |
2.84 |
| 6M High / 6M Low: |
3.78 |
2.72 |
| High (YTD): |
26/06/2024 |
3.78 |
| Low (YTD): |
02/01/2024 |
2.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.32% |
| Volatility 6M: |
|
64.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
