BNP Paribas Put 148 MRK 17.01.2025
/ DE000PG979M6
BNP Paribas Put 148 MRK 17.01.202.../ DE000PG979M6 /
| 2025-01-15 11:50:19 AM |
Chg.-0.080 |
Bid12:18:28 PM |
Ask12:18:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-11.27% |
0.630
Bid Size: 14,000 |
0.710
Ask Size: 14,000 |
MERCK KGAA O.N. |
148.00 EUR |
2025-01-17 |
Put |
Master data
| WKN: |
PG979M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
148.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-10-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.23 |
| Parity: |
0.72 |
| Time value: |
0.10 |
| Break-even: |
139.90 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
2.41 |
| Spread abs.: |
0.12 |
| Spread %: |
17.39% |
| Delta: |
-0.79 |
| Theta: |
-0.59 |
| Omega: |
-13.72 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.690 |
| Low: |
0.620 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.04% |
| 1 Month |
|
|
-18.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
-30.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.470 |
| 1M High / 1M Low: |
1.000 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-02 |
0.810 |
| Low (YTD): |
2025-01-07 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
