BNP Paribas Call 145 MRK 17.05.2024
/ DE000PC49WU8
BNP Paribas Call 145 MRK 17.05.20.../ DE000PC49WU8 /
| 2024-05-07 10:26:54 AM |
Chg.+0.030 |
Bid5:57:53 PM |
Ask5:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+3.53% |
0.950
Bid Size: 3,800 |
1.030
Ask Size: 3,800 |
MERCK KGAA O.N. |
145.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
PC49WU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.26 |
| Parity: |
0.70 |
| Time value: |
0.28 |
| Break-even: |
154.70 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.08 |
| Spread %: |
8.99% |
| Delta: |
0.72 |
| Theta: |
-0.25 |
| Omega: |
11.20 |
| Rho: |
0.03 |
Quote data
| Open: |
0.850 |
| High: |
0.880 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.55% |
| 1 Month |
|
|
-12.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.660 |
| 1M High / 1M Low: |
1.090 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.773 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
