BNP Paribas Put 200 MRK 17.12.2027
/ DE000PG46LN3
BNP Paribas Put 200 MRK 17.12.202.../ DE000PG46LN3 /
| 26/08/2024 10:20:29 |
Chg.-0.040 |
Bid26/08/2024 |
Ask26/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.550EUR |
-0.87% |
4.560
Bid Size: 25,000 |
4.600
Ask Size: 25,000 |
MERCK KGAA O.N. |
200.00 EUR |
17/12/2027 |
Put |
Master data
| WKN: |
PG46LN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 EUR |
| Maturity: |
17/12/2027 |
| Issue date: |
30/07/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
2.85 |
| Time value: |
1.80 |
| Break-even: |
153.50 |
| Moneyness: |
1.17 |
| Premium: |
0.10 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.75% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-1.46 |
| Rho: |
-3.79 |
Quote data
| Open: |
4.570 |
| High: |
4.570 |
| Low: |
4.550 |
| Previous Close: |
4.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.40% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.710 |
4.590 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.666 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
