BNP Paribas Call 85 6MK 20.06.2025
/ DE000PZ1ESR7
BNP Paribas Call 85 6MK 20.06.202.../ DE000PZ1ESR7 /
| 1/24/2025 8:22:54 AM |
Chg.+0.09 |
Bid10:21:27 AM |
Ask10:21:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+6.92% |
1.37
Bid Size: 19,500 |
1.39
Ask Size: 19,500 |
MERCK CO. D... |
85.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
PZ1ESR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
11/15/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
0.78 |
| Time value: |
0.61 |
| Break-even: |
98.90 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
4.66 |
| Rho: |
0.20 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.02% |
| 1 Month |
|
|
-14.72% |
| 3 Months |
|
|
-37.95% |
| YTD |
|
|
-16.77% |
| 1 Year |
|
|
-60.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.30 |
| 1M High / 1M Low: |
1.81 |
1.30 |
| 6M High / 6M Low: |
4.18 |
1.30 |
| High (YTD): |
1/14/2025 |
1.81 |
| Low (YTD): |
1/23/2025 |
1.30 |
| 52W High: |
6/26/2024 |
4.75 |
| 52W Low: |
1/23/2025 |
1.30 |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.74% |
| Volatility 6M: |
|
88.53% |
| Volatility 1Y: |
|
71.96% |
| Volatility 3Y: |
|
- |