BNP Paribas Put 240 MRK 17.12.2027
/ DE000PG46LQ6
BNP Paribas Put 240 MRK 17.12.202.../ DE000PG46LQ6 /
| 04/11/2024 12:41:28 |
Chg.-0.23 |
Bid16:45:53 |
Ask16:45:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.79EUR |
-2.55% |
8.87
Bid Size: 19,000 |
8.95
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: |
-1.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.60 |
| Intrinsic value: |
8.60 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
8.60 |
| Time value: |
0.38 |
| Break-even: |
150.30 |
| Moneyness: |
1.56 |
| Premium: |
0.02 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.12 |
| Spread %: |
1.36% |
| Delta: |
-0.55 |
| Theta: |
0.00 |
| Omega: |
-0.94 |
| Rho: |
-5.43 |
Quote data
| Open: |
8.81 |
| High: |
8.81 |
| Low: |
8.79 |
| Previous Close: |
9.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.09% |
| 1 Month |
|
|
+0.92% |
| 3 Months |
|
|
+12.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.05 |
8.61 |
| 1M High / 1M Low: |
9.05 |
7.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
