OverviewChartNewsTraderScreen

BNP Paribas Call 110 6MK 17.01.20.../  DE000PE89AJ9  /

Frankfurt Zert./BNP
2024-07-25  9:50:36 PM Chg.+0.040 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
1.810EUR +2.26% 1.800
Bid Size: 15,000		 1.810
Ask Size: 15,000		 MERCK CO. D... 110.00 - 2025-01-17 Call
 

Master data

WKN: PE89AJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.42
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.62
Implied volatility: 0.44
Historic volatility: 0.16
Parity: 0.62
Time value: 1.19
Break-even: 128.10
Moneyness: 1.06
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.65
Theta: -0.04
Omega: 4.18
Rho: 0.28
 

Quote data

Open: 1.800
High: 1.940
Low: 1.730
Previous Close: 1.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.56%
1 Month
  -23.95%
3 Months
  -24.58%
YTD  
+88.54%
1 Year  
+63.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.810 1.680
1M High / 1M Low: 2.380 1.680
6M High / 6M Low: 2.470 1.610
High (YTD): 2024-06-24 2.470
Low (YTD): 2024-01-02 1.210
52W High: 2024-06-24 2.470
52W Low: 2023-11-28 0.560
Avg. price 1W:   1.764
Avg. volume 1W:   0.000
Avg. price 1M:   1.896
Avg. volume 1M:   286.364
Avg. price 6M:   2.046
Avg. volume 6M:   49.606
Avg. price 1Y:   1.531
Avg. volume 1Y:   24.609
Volatility 1M:   89.90%
Volatility 6M:   81.45%
Volatility 1Y:   86.49%
Volatility 3Y:   -