BNP Paribas Put 132 MRK 20.12.2024
/ DE000PC2Z6K3
BNP Paribas Put 132 MRK 20.12.202.../ DE000PC2Z6K3 /
| 11/4/2024 8:49:09 AM |
Chg.-0.020 |
Bid4:28:13 PM |
Ask4:28:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.090
Bid Size: 50,000 |
0.100
Ask Size: 50,000 |
MERCK KGAA O.N. |
132.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
PC2Z6K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
132.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-102.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
-2.21 |
| Time value: |
0.15 |
| Break-even: |
130.50 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
2.09 |
| Spread abs.: |
0.05 |
| Spread %: |
50.00% |
| Delta: |
-0.12 |
| Theta: |
-0.05 |
| Omega: |
-12.83 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.200 |
0.070 |
| 6M High / 6M Low: |
0.470 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.37% |
| Volatility 6M: |
|
240.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
