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

EUWAX
1/9/2025  9:21:20 AM Chg.-0.050 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.090EUR -35.71% -
Bid Size: -
-
Ask Size: -
MERCK KGAA O.N. 146.00 EUR 1/17/2025 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: 1/17/2025
Issue date: 10/28/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 89.38
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.30
Time value: 0.16
Break-even: 147.60
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 3.24
Spread abs.: 0.08
Spread %: 100.00%
Delta: 0.35
Theta: -0.17
Omega: 31.22
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+76.47%
1 Month
  -52.63%
3 Months     -
YTD  
+57.89%
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): 1/8/2025 0.140
Low (YTD): 1/6/2025 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   527.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -