BNP Paribas Put 180 MRK 17.12.2027
/ DE000PG46LM5
BNP Paribas Put 180 MRK 17.12.202.../ DE000PG46LM5 /
26/08/2024 08:10:33 |
Chg.-0.05 |
Bid15:55:09 |
Ask15:55:09 |
Underlying |
Strike price |
Expiration date |
Option type |
3.38EUR |
-1.46% |
3.37 Bid Size: 25,000 |
3.41 Ask Size: 25,000 |
MERCK KGAA O.N. |
180.00 EUR |
17/12/2027 |
Put |
Master data
WKN: |
PG46LM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 EUR |
Maturity: |
17/12/2027 |
Issue date: |
30/07/2024 |
Last trading day: |
16/12/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.65 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
0.85 |
Time value: |
2.61 |
Break-even: |
145.40 |
Moneyness: |
1.05 |
Premium: |
0.15 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.08 |
Spread %: |
2.37% |
Delta: |
-0.34 |
Theta: |
-0.01 |
Omega: |
-1.66 |
Rho: |
-3.05 |
Quote data
Open: |
3.38 |
High: |
3.38 |
Low: |
3.38 |
Previous Close: |
3.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.59% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.58 |
3.43 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |