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BNP Paribas Call 120 6MK 20.12.20.../  DE000PE89AF7  /

Frankfurt Zert./BNP
8/2/2024  9:50:44 PM Chg.+0.080 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.490EUR +19.51% 0.490
Bid Size: 31,500		 0.500
Ask Size: 31,500		 MERCK CO. D... 120.00 - 12/20/2024 Call
 

Master data

WKN: PE89AF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.12
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -1.44
Time value: 0.50
Break-even: 125.00
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.35
Theta: -0.04
Omega: 7.37
Rho: 0.12
 

Quote data

Open: 0.390
High: 0.520
Low: 0.380
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -53.77%
1 Month
  -55.05%
3 Months
  -63.16%
YTD
  -3.92%
1 Year
  -19.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.210 0.350
1M High / 1M Low: 1.260 0.350
6M High / 6M Low: 1.720 0.350
High (YTD): 3/28/2024 1.720
Low (YTD): 7/31/2024 0.350
52W High: 3/28/2024 1.720
52W Low: 11/28/2023 0.260
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.979
Avg. volume 1M:   0.000
Avg. price 6M:   1.299
Avg. volume 6M:   160.882
Avg. price 1Y:   0.958
Avg. volume 1Y:   79.813
Volatility 1M:   263.45%
Volatility 6M:   144.35%
Volatility 1Y:   134.81%
Volatility 3Y:   -