BNP Paribas Put 122 MRK 20.12.2024
/ DE000PC25HC7
BNP Paribas Put 122 MRK 20.12.202.../ DE000PC25HC7 /
| 02/10/2024 21:50:20 |
Chg.-0.006 |
Bid02/10/2024 |
Ask02/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-7.41% |
0.075
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
MERCK KGAA O.N. |
122.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC25HC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
122.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-111.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
-3.44 |
| Time value: |
0.14 |
| Break-even: |
120.60 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.06 |
| Spread %: |
75.00% |
| Delta: |
-0.09 |
| Theta: |
-0.03 |
| Omega: |
-9.77 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.082 |
| High: |
0.086 |
| Low: |
0.060 |
| Previous Close: |
0.081 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-65.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.064 |
| 1M High / 1M Low: |
0.089 |
0.042 |
| 6M High / 6M Low: |
0.480 |
0.042 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.85% |
| Volatility 6M: |
|
178.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
