BNP Paribas Put 240 MRK 17.12.2027
/ DE000PG46LQ6
BNP Paribas Put 240 MRK 17.12.202.../ DE000PG46LQ6 /
| 03/10/2024 11:21:17 |
Chg.-0.030 |
Bid11:31:16 |
Ask11:31:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.560EUR |
-0.35% |
8.550
Bid Size: 19,000 |
8.630
Ask Size: 19,000 |
MERCK KGAA O.N. |
240.00 EUR |
17/12/2027 |
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: |
17/12/2027 |
| Issue date: |
30/07/2024 |
| Last trading day: |
16/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.26 |
| Intrinsic value: |
8.26 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
8.26 |
| Time value: |
0.44 |
| Break-even: |
153.00 |
| Moneyness: |
1.52 |
| Premium: |
0.03 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.12 |
| Spread %: |
1.40% |
| Delta: |
-0.53 |
| Theta: |
0.00 |
| Omega: |
-0.95 |
| Rho: |
-5.44 |
Quote data
| Open: |
8.610 |
| High: |
8.610 |
| Low: |
8.430 |
| Previous Close: |
8.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.26% |
| 1 Month |
|
|
+16.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.650 |
8.260 |
| 1M High / 1M Low: |
8.660 |
7.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
