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

EUWAX
12/11/2024  08:43:04 Chg.-0.005 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.018EUR -21.74% -
Bid Size: -		 -
Ask Size: -		 MERCK CO. D... 120.00 - 17/01/2025 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: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 103.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.19
Parity: -2.55
Time value: 0.09
Break-even: 120.91
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 2.92
Spread abs.: 0.07
Spread %: 378.95%
Delta: 0.12
Theta: -0.03
Omega: 12.11
Rho: 0.02
 

Quote data

Open: 0.018
High: 0.018
Low: 0.018
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -88.75%
3 Months
  -95.71%
YTD
  -96.54%
1 Year
  -95.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.016
1M High / 1M Low: 0.200 0.016
6M High / 6M Low: 1.740 0.016
High (YTD): 28/03/2024 1.800
Low (YTD): 08/11/2024 0.016
52W High: 28/03/2024 1.800
52W Low: 08/11/2024 0.016
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.750
Avg. volume 6M:   0.000
Avg. price 1Y:   0.904
Avg. volume 1Y:   0.000
Volatility 1M:   341.21%
Volatility 6M:   220.95%
Volatility 1Y:   178.20%
Volatility 3Y:   -