BNP Paribas Put 220 MRK 18.12.2026
/ DE000PG46LH5
BNP Paribas Put 220 MRK 18.12.202.../ DE000PG46LH5 /
8/26/2024 8:10:29 AM |
Chg.-0.08 |
Bid6:37:35 PM |
Ask6:37:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.60EUR |
-1.41% |
5.54 Bid Size: 4,200 |
5.61 Ask Size: 4,200 |
MERCK KGAA O.N. |
220.00 EUR |
12/18/2026 |
Put |
Master data
WKN: |
PG46LH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 EUR |
Maturity: |
12/18/2026 |
Issue date: |
7/30/2024 |
Last trading day: |
12/17/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.85 |
Intrinsic value: |
4.85 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
4.85 |
Time value: |
0.81 |
Break-even: |
163.40 |
Moneyness: |
1.28 |
Premium: |
0.05 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.07 |
Spread %: |
1.25% |
Delta: |
-0.52 |
Theta: |
-0.01 |
Omega: |
-1.57 |
Rho: |
-3.36 |
Quote data
Open: |
5.60 |
High: |
5.60 |
Low: |
5.60 |
Previous Close: |
5.68 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.88 |
5.68 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.74 |
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: |
|
- |