BNP Paribas Put 160 MRK 17.12.2027
/ DE000PG46LL7
BNP Paribas Put 160 MRK 17.12.202.../ DE000PG46LL7 /
| 2025-01-15 8:10:38 AM |
Chg.+0.02 |
Bid11:40:35 AM |
Ask11:40:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.46EUR |
+0.58% |
3.45
Bid Size: 27,000 |
3.48
Ask Size: 27,000 |
MERCK KGAA O.N. |
160.00 EUR |
2027-12-17 |
Put |
Master data
| WKN: |
PG46LL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
2027-12-17 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
1.92 |
| Time value: |
1.65 |
| Break-even: |
124.40 |
| Moneyness: |
1.14 |
| Premium: |
0.12 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
2.01% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-1.65 |
| Rho: |
-2.76 |
Quote data
| Open: |
3.46 |
| High: |
3.46 |
| Low: |
3.46 |
| Previous Close: |
3.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.22% |
| 1 Month |
|
|
-2.54% |
| 3 Months |
|
|
+27.68% |
| YTD |
|
|
-5.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.45 |
3.32 |
| 1M High / 1M Low: |
3.74 |
3.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-02 |
3.63 |
| Low (YTD): |
2025-01-08 |
3.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
