BNP Paribas Put 128 MRK 20.12.2024
/ DE000PC2Z6J5
BNP Paribas Put 128 MRK 20.12.202.../ DE000PC2Z6J5 /
| 02/10/2024 08:45:21 |
Chg.- |
Bid08:02:05 |
Ask08:02:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
0.110
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
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: |
-82.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
-2.84 |
| Time value: |
0.19 |
| Break-even: |
126.10 |
| Moneyness: |
0.82 |
| Premium: |
0.19 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.06 |
| Spread %: |
46.15% |
| Delta: |
-0.12 |
| Theta: |
-0.04 |
| Omega: |
-9.78 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+76.47% |
| 3 Months |
|
|
-63.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.130 |
0.068 |
| 6M High / 6M Low: |
0.650 |
0.065 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.64% |
| Volatility 6M: |
|
209.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
