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BNP Paribas Call 130 6MK 20.12.20.../  DE000PE89AG5  /

Frankfurt Zert./BNP
2024-06-21  9:50:21 PM Chg.+0.030 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.830EUR +3.75% 0.860
Bid Size: 20,000		 0.870
Ask Size: 20,000		 MERCK CO. D... 130.00 - 2024-12-20 Call
 

Master data

WKN: PE89AG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.05
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -0.77
Time value: 0.87
Break-even: 138.70
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.47
Theta: -0.04
Omega: 6.57
Rho: 0.24
 

Quote data

Open: 0.800
High: 0.870
Low: 0.770
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.06%
1 Month  
+2.47%
3 Months  
+22.06%
YTD  
+219.23%
1 Year  
+12.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.680
1M High / 1M Low: 0.900 0.600
6M High / 6M Low: 1.100 0.230
High (YTD): 2024-03-28 1.100
Low (YTD): 2024-01-02 0.370
52W High: 2024-03-28 1.100
52W Low: 2023-11-28 0.120
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.753
Avg. volume 1M:   0.000
Avg. price 6M:   0.748
Avg. volume 6M:   0.000
Avg. price 1Y:   0.544
Avg. volume 1Y:   0.000
Volatility 1M:   144.81%
Volatility 6M:   144.42%
Volatility 1Y:   138.31%
Volatility 3Y:   -