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

Frankfurt Zert./BNP
2024-05-22  9:50:44 PM Chg.+0.040 Bid8:15:57 AM Ask- Underlying Strike price Expiration date Option type
4.750EUR +0.85% 4.750
Bid Size: 3,000		 -
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: 2.56
Leverage: Yes

Calculated values

Fair value: 4.07
Intrinsic value: 4.05
Implied volatility: 1.85
Historic volatility: 0.16
Parity: 4.05
Time value: 0.66
Break-even: 127.10
Moneyness: 1.51
Premium: 0.06
Premium p.a.: 0.92
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.25
Omega: 2.18
Rho: 0.05
 

Quote data

Open: 4.710
High: 4.780
Low: 4.680
Previous Close: 4.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.21%
1 Month  
+6.74%
3 Months  
+1.93%
YTD  
+70.25%
1 Year  
+40.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.750 4.710
1M High / 1M Low: 4.830 4.450
6M High / 6M Low: 4.890 2.010
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:   4.734
Avg. volume 1W:   0.000
Avg. price 1M:   4.659
Avg. volume 1M:   0.000
Avg. price 6M:   3.887
Avg. volume 6M:   0.000
Avg. price 1Y:   3.318
Avg. volume 1Y:   0.000
Volatility 1M:   41.16%
Volatility 6M:   47.59%
Volatility 1Y:   52.44%
Volatility 3Y:   -