BNP Paribas Call 98 MRK 21.03.2025
/ DE000PL0EKL5
BNP Paribas Call 98 MRK 21.03.202.../ DE000PL0EKL5 /
| 09/01/2025 09:16:17 |
Chg.- |
Bid08:20:03 |
Ask08:20:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
0.570
Bid Size: 24,500 |
0.590
Ask Size: 24,500 |
Merck and Co Inc |
98.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PL0EKL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Merck and Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
30/10/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.18 |
| Time value: |
0.40 |
| Break-even: |
100.82 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
10.08 |
| Rho: |
0.10 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-32.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
-3.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.540 |
| 1M High / 1M Low: |
0.850 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
0.640 |
| Low (YTD): |
06/01/2025 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |