BNP Paribas Put 128 MRK 20.12.2024
/ DE000PC2Z6J5
BNP Paribas Put 128 MRK 20.12.202.../ DE000PC2Z6J5 /
| 04/11/2024 08:49:09 |
Chg.-0.015 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-18.99% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
128.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
PC2Z6J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
128.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-128.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
-2.61 |
| Time value: |
0.12 |
| Break-even: |
126.80 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
2.64 |
| Spread abs.: |
0.05 |
| Spread %: |
71.43% |
| Delta: |
-0.10 |
| Theta: |
-0.04 |
| Omega: |
-12.68 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
-41.82% |
| 3 Months |
|
|
-54.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.068 |
| 1M High / 1M Low: |
0.150 |
0.053 |
| 6M High / 6M Low: |
0.390 |
0.053 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.53% |
| Volatility 6M: |
|
227.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
