OverviewChartNewsTraderScreen

BNP Paribas Call 120 6MK 17.01.20.../  DE000PE89AK7  /

Frankfurt Zert./BNP
2024-07-26  9:50:41 PM Chg.-0.020 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
1.100EUR -1.79% 1.080
Bid Size: 19,000		 1.090
Ask Size: 19,000		 MERCK CO. D... 120.00 - 2025-01-17 Call
 

Master data

WKN: PE89AK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.59
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.16
Parity: -0.46
Time value: 1.09
Break-even: 130.90
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.52
Theta: -0.04
Omega: 5.49
Rho: 0.23
 

Quote data

Open: 1.130
High: 1.260
Low: 1.080
Previous Close: 1.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month
  -11.29%
3 Months
  -34.52%
YTD  
+103.70%
1 Year  
+59.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 1.010
1M High / 1M Low: 1.340 1.010
6M High / 6M Low: 1.760 1.010
High (YTD): 2024-03-28 1.760
Low (YTD): 2024-01-02 0.730
52W High: 2024-03-28 1.760
52W Low: 2023-11-28 0.290
Avg. price 1W:   1.080
Avg. volume 1W:   0.000
Avg. price 1M:   1.157
Avg. volume 1M:   0.000
Avg. price 6M:   1.365
Avg. volume 6M:   231.969
Avg. price 1Y:   0.998
Avg. volume 1Y:   117.282
Volatility 1M:   106.01%
Volatility 6M:   105.45%
Volatility 1Y:   109.67%
Volatility 3Y:   -