BNP Paribas Put 220 MRK 18.12.2026
/ DE000PG46LH5
BNP Paribas Put 220 MRK 18.12.202.../ DE000PG46LH5 /
| 03/10/2024 08:09:50 |
Chg.-0.07 |
Bid10:32:40 |
Ask10:32:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.67EUR |
-1.04% |
6.63
Bid Size: 19,000 |
6.69
Ask Size: 19,000 |
MERCK KGAA O.N. |
220.00 EUR |
18/12/2026 |
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: |
18/12/2026 |
| Issue date: |
30/07/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.26 |
| Intrinsic value: |
6.26 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
6.26 |
| Time value: |
0.48 |
| Break-even: |
152.60 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.10 |
| Spread %: |
1.51% |
| Delta: |
-0.58 |
| Theta: |
-0.01 |
| Omega: |
-1.34 |
| Rho: |
-3.49 |
Quote data
| Open: |
6.67 |
| High: |
6.67 |
| Low: |
6.67 |
| Previous Close: |
6.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.15% |
| 1 Month |
|
|
+25.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.74 |
6.36 |
| 1M High / 1M Low: |
6.74 |
5.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
