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BNP Paribas Call 125 6MK 21.06.20.../  DE000PE89AC4  /

EUWAX
2024-06-14  8:44:08 AM Chg.-0.100 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.390EUR -20.41% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 125.00 - 2024-06-21 Call
 

Master data

WKN: PE89AC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-06-21
Issue date: 2023-02-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.16
Parity: -0.40
Time value: 0.35
Break-even: 128.50
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 38.69
Spread abs.: -0.07
Spread %: -16.67%
Delta: 0.40
Theta: -0.42
Omega: 13.89
Rho: 0.01
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.02%
1 Month
  -49.35%
3 Months  
+11.43%
YTD  
+254.55%
1 Year
  -17.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.390
1M High / 1M Low: 0.770 0.210
6M High / 6M Low: 0.980 0.090
High (YTD): 2024-03-28 0.980
Low (YTD): 2024-05-30 0.210
52W High: 2024-03-28 0.980
52W Low: 2023-11-28 0.046
Avg. price 1W:   0.530
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.508
Avg. volume 6M:   0.000
Avg. price 1Y:   0.375
Avg. volume 1Y:   0.000
Volatility 1M:   317.70%
Volatility 6M:   275.12%
Volatility 1Y:   230.65%
Volatility 3Y:   -