BNP Paribas Put 240 MRK 17.12.2027
/ DE000PG46LQ6
BNP Paribas Put 240 MRK 17.12.202.../ DE000PG46LQ6 /
8/26/2024 12:20:45 PM |
Chg.-0.040 |
Bid8/26/2024 |
Ask8/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
7.470EUR |
-0.53% |
7.470 Bid Size: 19,000 |
7.510 Ask Size: 19,000 |
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: |
7.460 |
Previous Close: |
7.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.35% |
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: |
|
- |