OverviewChartNewsTraderScreen

BNP Paribas Call 130 6MK 17.01.20.../  DE000PE89AL5  /

Frankfurt Zert./BNP
10/18/2024  9:50:29 PM Chg.-0.006 Bid9:56:54 PM Ask9:56:54 PM Underlying Strike price Expiration date Option type
0.032EUR -15.79% 0.032
Bid Size: 50,000		 0.091
Ask Size: 50,000		 MERCK CO. D... 130.00 - 1/17/2025 Call
 

Master data

WKN: PE89AL
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -3.00
Time value: 0.09
Break-even: 130.91
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.98
Spread abs.: 0.06
Spread %: 184.38%
Delta: 0.11
Theta: -0.02
Omega: 11.81
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.040
Low: 0.032
Previous Close: 0.038
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -78.67%
3 Months
  -94.67%
YTD
  -88.57%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.032
1M High / 1M Low: 0.150 0.032
6M High / 6M Low: 1.070 0.032
High (YTD): 3/28/2024 1.150
Low (YTD): 10/18/2024 0.032
52W High: 3/28/2024 1.150
52W Low: 10/18/2024 0.032
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.500
Avg. volume 6M:   0.000
Avg. price 1Y:   0.528
Avg. volume 1Y:   11.160
Volatility 1M:   274.16%
Volatility 6M:   238.34%
Volatility 1Y:   197.49%
Volatility 3Y:   -