BNP Paribas Put 180 MRK 16.08.2024
/ DE000PG2NU15
BNP Paribas Put 180 MRK 16.08.202.../ DE000PG2NU15 /
| 23/07/2024 09:20:26 |
Chg.+0.090 |
Bid09:22:15 |
Ask09:22:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.080EUR |
+3.01% |
3.050
Bid Size: 16,000 |
3.070
Ask Size: 16,000 |
MERCK KGAA O.N. |
180.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
PG2NU1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.27 |
| Parity: |
3.04 |
| Time value: |
0.06 |
| Break-even: |
149.00 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
1.97% |
| Delta: |
-0.89 |
| Theta: |
-0.06 |
| Omega: |
-4.30 |
| Rho: |
-0.11 |
Quote data
| Open: |
3.000 |
| High: |
3.080 |
| Low: |
3.000 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.46% |
| 1 Month |
|
|
+96.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.040 |
2.560 |
| 1M High / 1M Low: |
3.060 |
2.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
