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

Frankfurt Zert./BNP
10/4/2024  9:50:35 PM Chg.-0.010 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 45,500		 0.140
Ask Size: 45,500		 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: 71.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.18
Parity: -2.00
Time value: 0.14
Break-even: 121.40
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 1.54
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.17
Theta: -0.03
Omega: 12.04
Rho: 0.03
 

Quote data

Open: 0.140
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.48%
1 Month
  -74.51%
3 Months
  -88.50%
YTD
  -74.51%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.130
1M High / 1M Low: 0.510 0.130
6M High / 6M Low: 1.660 0.130
High (YTD): 3/28/2024 1.720
Low (YTD): 10/4/2024 0.130
52W High: 3/28/2024 1.720
52W Low: 10/4/2024 0.130
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   0.966
Avg. volume 6M:   157.169
Avg. price 1Y:   0.901
Avg. volume 1Y:   79.813
Volatility 1M:   247.51%
Volatility 6M:   188.26%
Volatility 1Y:   160.77%
Volatility 3Y:   -