BNP Paribas Put 240 MRK 17.12.2027
/ DE000PG46LQ6
BNP Paribas Put 240 MRK 17.12.202.../ DE000PG46LQ6 /
| 8/26/2024 9:50:17 PM |
Chg.-0.080 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.430EUR |
-1.07% |
7.410
Bid Size: 3,800 |
7.490
Ask Size: 3,800 |
MERCK KGAA O.N. |
240.00 EUR |
12/17/2027 |
Put |
Master data
| WKN: |
PG46LQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 EUR |
| Maturity: |
12/17/2027 |
| Issue date: |
7/30/2024 |
| Last trading day: |
12/16/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.85 |
| Intrinsic value: |
6.85 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
6.85 |
| Time value: |
0.71 |
| Break-even: |
164.40 |
| Moneyness: |
1.40 |
| Premium: |
0.04 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.08 |
| Spread %: |
1.07% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-1.10 |
| Rho: |
-5.25 |
Quote data
| Open: |
7.480 |
| High: |
7.480 |
| Low: |
7.420 |
| Previous Close: |
7.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.88% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.650 |
7.510 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.598 |
| 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: |
|
- |
