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

Frankfurt Zert./BNP
25/09/2024  21:50:29 Chg.+0.002 Bid21:59:13 Ask21:59:13 Underlying Strike price Expiration date Option type
0.064EUR +3.23% 0.061
Bid Size: 50,000		 0.091
Ask Size: 50,000		 MERCK CO. D... 130.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 112.89
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -2.73
Time value: 0.09
Break-even: 130.91
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 1.80
Spread abs.: 0.03
Spread %: 42.19%
Delta: 0.11
Theta: -0.02
Omega: 12.68
Rho: 0.03
 

Quote data

Open: 0.057
High: 0.073
Low: 0.057
Previous Close: 0.062
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -54.29%
3 Months
  -93.47%
YTD
  -75.38%
1 Year
  -82.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.062
1M High / 1M Low: 0.190 0.062
6M High / 6M Low: 1.100 0.062
High (YTD): 28/03/2024 1.100
Low (YTD): 24/09/2024 0.062
52W High: 28/03/2024 1.100
52W Low: 24/09/2024 0.062
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.568
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   379.91%
Volatility 6M:   240.64%
Volatility 1Y:   198.76%
Volatility 3Y:   -