BNP Paribas Put 155 MRK 17.01.2025
/ DE000PG979Q7
BNP Paribas Put 155 MRK 17.01.202.../ DE000PG979Q7 /
| 1/10/2025 9:19:28 AM |
Chg.+0.13 |
Bid12:12:03 PM |
Ask12:12:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+11.40% |
1.19
Bid Size: 14,000 |
1.27
Ask Size: 14,000 |
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: |
-10.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.23 |
| Parity: |
1.30 |
| Time value: |
0.08 |
| Break-even: |
141.20 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.12 |
| Spread %: |
9.52% |
| Delta: |
-0.85 |
| Theta: |
-0.18 |
| Omega: |
-8.72 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.27 |
| High: |
1.27 |
| Low: |
1.27 |
| Previous Close: |
1.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.29% |
| 1 Month |
|
|
+4.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
-17.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.01 |
| 1M High / 1M Low: |
1.75 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.50 |
| Low (YTD): |
1/8/2025 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |