BNP Paribas Call 146 MRK 17.01.20.../  DE000PG979H6  /

EUWAX
10/01/2025  09:19:28 Chg.-0.054 Bid15:38:05 Ask15:38:05 Underlying Strike price Expiration date Option type
0.036EUR -60.00% 0.036
Bid Size: 10,000
0.076
Ask Size: 10,000
MERCK KGAA O.N. 146.00 EUR 17/01/2025 Call
 

Master data

WKN: PG979H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 146.00 EUR
Maturity: 17/01/2025
Issue date: 28/10/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 118.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.40
Time value: 0.12
Break-even: 147.20
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 5.52
Spread abs.: 0.08
Spread %: 172.73%
Delta: 0.29
Theta: -0.17
Omega: 34.43
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.71%
1 Month
  -88.00%
3 Months     -
YTD
  -36.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.050
1M High / 1M Low: 0.360 0.050
6M High / 6M Low: - -
High (YTD): 08/01/2025 0.140
Low (YTD): 06/01/2025 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   504.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -