BNP Paribas Put 150 MRK 17.01.2025
/ DE000PG979N4
BNP Paribas Put 150 MRK 17.01.202.../ DE000PG979N4 /
| 1/9/2025 9:50:14 PM |
Chg.+0.120 |
Bid1/9/2025 |
Ask1/9/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+18.46% |
0.770
Bid Size: 3,897 |
0.890
Ask Size: 3,371 |
MERCK KGAA O.N. |
150.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
PG979N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
0.10 |
| Break-even: |
142.00 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.12 |
| Spread %: |
17.65% |
| Delta: |
-0.77 |
| Theta: |
-0.15 |
| Omega: |
-13.84 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.690 |
| High: |
0.850 |
| Low: |
0.650 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.00% |
| 1 Month |
|
|
-18.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
-29.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.510 |
| 1M High / 1M Low: |
1.190 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.000 |
| Low (YTD): |
1/7/2025 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |