BNP Paribas Put 150 MRK 17.12.2027
/ DE000PG46LK9
BNP Paribas Put 150 MRK 17.12.202.../ DE000PG46LK9 /
| 2025-01-15 8:10:38 AM |
Chg.+0.02 |
Bid11:59:28 AM |
Ask11:59:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
+0.70% |
2.86
Bid Size: 31,000 |
2.89
Ask Size: 31,000 |
MERCK KGAA O.N. |
150.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PG46LK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.06 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.92 |
| Time value: |
2.05 |
| Break-even: |
120.40 |
| Moneyness: |
1.06 |
| Premium: |
0.15 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
2.42% |
| Delta: |
-0.38 |
| Theta: |
-0.01 |
| Omega: |
-1.79 |
| Rho: |
-2.41 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.87 |
| Previous Close: |
2.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.36% |
| 1 Month |
|
|
-3.04% |
| 3 Months |
|
|
+28.13% |
| YTD |
|
|
-5.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.75 |
| 1M High / 1M Low: |
3.12 |
2.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-02 |
3.03 |
| Low (YTD): |
2025-01-08 |
2.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
