BNP Paribas Call 110 6MK 17.01.2025
/ DE000PE89AJ9
BNP Paribas Call 110 6MK 17.01.20.../ DE000PE89AJ9 /
| 2024-07-25 8:41:37 AM |
Chg.+0.18 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
+11.04% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.74% |
| 1 Month |
|
|
-28.17% |
| 3 Months |
|
|
-23.95% |
| YTD |
|
|
+96.74% |
| 1 Year |
|
|
+58.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.63 |
| 1M High / 1M Low: |
2.52 |
1.63 |
| 6M High / 6M Low: |
2.52 |
1.63 |
| High (YTD): |
2024-06-26 |
2.52 |
| Low (YTD): |
2024-01-02 |
1.19 |
| 52W High: |
2024-06-26 |
2.52 |
| 52W Low: |
2023-11-28 |
0.57 |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
129.02% |
| Volatility 6M: |
|
90.15% |
| Volatility 1Y: |
|
92.89% |
| Volatility 3Y: |
|
- |
