BNP Paribas Put 155 MRK 17.01.2025
/ DE000PG979Q7
BNP Paribas Put 155 MRK 17.01.202.../ DE000PG979Q7 /
| 1/9/2025 9:50:19 PM |
Chg.+0.130 |
Bid9:53:19 PM |
Ask9:53:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
+11.50% |
-
Bid Size: - |
-
Ask Size: - |
MERCK KGAA O.N. |
155.00 EUR |
1/17/2025 |
Put |
Master data
| WKN: |
PG979Q |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
155.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
1.20 |
| Time value: |
0.08 |
| Break-even: |
142.20 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.12 |
| Spread %: |
10.34% |
| Delta: |
-0.84 |
| Theta: |
-0.16 |
| Omega: |
-9.39 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.180 |
| High: |
1.340 |
| Low: |
1.130 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+14.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
-20.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
0.970 |
| 1M High / 1M Low: |
1.680 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.490 |
| Low (YTD): |
1/7/2025 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |