BNP Paribas Put 128 MRK 20.12.202.../  DE000PC2Z6J5  /

EUWAX
2024-05-07  8:44:58 AM Chg.0.000 Bid9:11:03 AM Ask9:11:03 AM Underlying Strike price Expiration date Option type
0.390EUR 0.00% 0.390
Bid Size: 50,000
0.400
Ask Size: 50,000
MERCK KGAA O.N. 128.00 EUR 2024-12-20 Put
 

Master data

WKN: PC2Z6J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 128.00 EUR
Maturity: 2024-12-20
Issue date: 2024-01-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.53
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.26
Parity: -2.40
Time value: 0.44
Break-even: 123.60
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.32
Spread abs.: 0.05
Spread %: 12.82%
Delta: -0.18
Theta: -0.02
Omega: -6.38
Rho: -0.20
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.36%
1 Month
  -11.36%
3 Months
  -36.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.390
1M High / 1M Low: 0.650 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.494
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -