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

EUWAX
2024-07-26  8:43:08 AM Chg.+0.01 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.13EUR +0.89% -
Bid Size: -
-
Ask Size: -
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: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.78%
1 Month
  -27.56%
3 Months
  -31.93%
YTD  
+117.31%
1 Year  
+66.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.13 0.96
1M High / 1M Low: 1.56 0.96
6M High / 6M Low: 1.80 0.96
High (YTD): 2024-03-28 1.80
Low (YTD): 2024-01-02 0.72
52W High: 2024-03-28 1.80
52W Low: 2023-11-28 0.30
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   1.37
Avg. volume 6M:   0.00
Avg. price 1Y:   1.00
Avg. volume 1Y:   24.24
Volatility 1M:   168.92%
Volatility 6M:   118.37%
Volatility 1Y:   117.52%
Volatility 3Y:   -