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BNP Paribas Call 80 6MK 21.06.202.../  DE000PE13927  /

Frankfurt Zert./BNP
2024-06-17  11:50:47 AM Chg.-0.040 Bid12:09:48 PM Ask- Underlying Strike price Expiration date Option type
4.560EUR -0.87% 4.550
Bid Size: 12,000		 -
Ask Size: -		 MERCK CO. D... 80.00 - 2024-06-21 Call
 

Master data

WKN: PE1392
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2022-09-09
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.63
Leverage: Yes

Calculated values

Fair value: 4.10
Intrinsic value: 4.10
Implied volatility: 4.59
Historic volatility: 0.16
Parity: 4.10
Time value: 0.50
Break-even: 126.00
Moneyness: 1.51
Premium: 0.04
Premium p.a.: 39.87
Spread abs.: -0.02
Spread %: -0.43%
Delta: 0.86
Theta: -1.58
Omega: 2.27
Rho: 0.01
 

Quote data

Open: 4.560
High: 4.570
Low: 4.560
Previous Close: 4.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.80%
1 Month
  -3.59%
3 Months  
+18.13%
YTD  
+63.44%
1 Year  
+52.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.830 4.600
1M High / 1M Low: 4.830 4.130
6M High / 6M Low: 4.890 2.550
High (YTD): 2024-03-28 4.890
Low (YTD): 2024-01-02 3.180
52W High: 2024-03-28 4.890
52W Low: 2023-11-28 2.010
Avg. price 1W:   4.696
Avg. volume 1W:   0.000
Avg. price 1M:   4.577
Avg. volume 1M:   0.000
Avg. price 6M:   4.188
Avg. volume 6M:   0.000
Avg. price 1Y:   3.412
Avg. volume 1Y:   0.000
Volatility 1M:   42.85%
Volatility 6M:   45.16%
Volatility 1Y:   51.85%
Volatility 3Y:   -