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

EUWAX
11/7/2024  8:43:12 AM Chg.+0.001 Bid6:03:10 PM Ask6:03:10 PM Underlying Strike price Expiration date Option type
0.002EUR +100.00% 0.001
Bid Size: 100,000		 0.091
Ask Size: 100,000		 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: 103.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.19
Parity: -2.61
Time value: 0.09
Break-even: 120.91
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 7.58
Spread abs.: 0.09
Spread %: 4,450.00%
Delta: 0.11
Theta: -0.04
Omega: 11.85
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -95.00%
1 Month
  -98.46%
3 Months
  -99.43%
YTD
  -99.59%
1 Year
  -99.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.001
1M High / 1M Low: 0.150 0.001
6M High / 6M Low: 1.700 0.001
High (YTD): 3/28/2024 1.760
Low (YTD): 11/6/2024 0.001
52W High: 3/28/2024 1.760
52W Low: 11/6/2024 0.001
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.749
Avg. volume 6M:   0.000
Avg. price 1Y:   0.869
Avg. volume 1Y:   0.000
Volatility 1M:   472.89%
Volatility 6M:   272.02%
Volatility 1Y:   212.87%
Volatility 3Y:   -