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BNP Paribas Put 145 MRK 20.12.202.../  DE000PC05WZ9  /

EUWAX
10/2/2024  8:54:48 AM Chg.+0.070 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.360EUR +24.14% -
Bid Size: -		 -
Ask Size: -		 MERCK KGAA O.N. 145.00 - 12/20/2024 Put
 

Master data

WKN: PC05WZ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 145.00 -
Maturity: 12/20/2024
Issue date: 4/14/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.00
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -1.14
Time value: 0.46
Break-even: 140.40
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.57
Spread abs.: 0.06
Spread %: 15.00%
Delta: -0.27
Theta: -0.05
Omega: -9.34
Rho: -0.10
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month  
+111.76%
3 Months
  -54.43%
YTD
  -76.47%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.290
1M High / 1M Low: 0.380 0.170
6M High / 6M Low: 1.280 0.170
High (YTD): 1/8/2024 1.600
Low (YTD): 9/3/2024 0.170
52W High: 12/13/2023 1.890
52W Low: 9/3/2024 0.170
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.552
Avg. volume 6M:   0.000
Avg. price 1Y:   0.878
Avg. volume 1Y:   0.000
Volatility 1M:   243.16%
Volatility 6M:   216.96%
Volatility 1Y:   179.03%
Volatility 3Y:   -