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BNP Paribas Call 130 6MK 17.01.20.../  DE000PE89AL5  /

Frankfurt Zert./BNP
2024-06-21  9:50:21 PM Chg.+0.020 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.880EUR +2.33% 0.910
Bid Size: 20,500		 0.920
Ask Size: 20,500		 MERCK CO. D... 130.00 - 2025-01-17 Call
 

Master data

WKN: PE89AL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.43
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -0.77
Time value: 0.91
Break-even: 139.10
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.48
Theta: -0.03
Omega: 6.39
Rho: 0.28
 

Quote data

Open: 0.850
High: 0.920
Low: 0.820
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -8.33%
3 Months  
+20.55%
YTD  
+214.29%
1 Year  
+20.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.730
1M High / 1M Low: 0.960 0.650
6M High / 6M Low: 1.150 0.250
High (YTD): 2024-03-28 1.150
Low (YTD): 2024-01-02 0.400
52W High: 2024-03-28 1.150
52W Low: 2023-11-28 0.140
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   0.791
Avg. volume 6M:   22.856
Avg. price 1Y:   0.582
Avg. volume 1Y:   11.160
Volatility 1M:   136.44%
Volatility 6M:   139.41%
Volatility 1Y:   133.27%
Volatility 3Y:   -