BNP Paribas Call 145 MRK 17.01.20.../  DE000PG979J2  /

EUWAX
1/9/2025  9:21:20 AM Chg.-0.070 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.120EUR -36.84% -
Bid Size: -
-
Ask Size: -
MERCK KGAA O.N. 145.00 EUR 1/17/2025 Call
 

Master data

WKN: PG979J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 EUR
Maturity: 1/17/2025
Issue date: 10/28/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 71.50
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.20
Time value: 0.20
Break-even: 147.00
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 2.52
Spread abs.: 0.08
Spread %: 66.67%
Delta: 0.40
Theta: -0.18
Omega: 28.91
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.43%
1 Month
  -55.56%
3 Months     -
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.070
1M High / 1M Low: 0.430 0.070
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.190
Low (YTD): 1/6/2025 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   508.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -