BNP Paribas Put 180 MRK 17.12.2027
/ DE000PG46LM5
BNP Paribas Put 180 MRK 17.12.202.../ DE000PG46LM5 /
| 10/3/2024 8:09:49 AM |
Chg.-0.05 |
Bid8:20:02 AM |
Ask8:20:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.99EUR |
-1.24% |
3.99
Bid Size: 5,600 |
4.07
Ask Size: 5,600 |
MERCK KGAA O.N. |
180.00 EUR |
12/17/2027 |
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: |
12/17/2027 |
| Issue date: |
7/30/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
2.36 |
| Time value: |
1.78 |
| Break-even: |
138.60 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.12 |
| Spread %: |
2.99% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-1.51 |
| Rho: |
-3.33 |
Quote data
| Open: |
3.99 |
| High: |
3.99 |
| Low: |
3.99 |
| Previous Close: |
4.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.76% |
| 1 Month |
|
|
+24.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.04 |
3.78 |
| 1M High / 1M Low: |
4.04 |
3.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
