BNP Paribas Call 130 6MK 17.01.2025
/ DE000PE89AL5
BNP Paribas Call 130 6MK 17.01.20.../ DE000PE89AL5 /
7/26/2024 9:50:29 PM |
Chg.-0.010 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-1.64% |
0.580 Bid Size: 27,500 |
0.590 Ask Size: 27,500 |
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: |
19.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.16 |
Parity: |
-1.46 |
Time value: |
0.59 |
Break-even: |
135.90 |
Moneyness: |
0.89 |
Premium: |
0.18 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.37 |
Theta: |
-0.03 |
Omega: |
7.21 |
Rho: |
0.17 |
Quote data
Open: |
0.610 |
High: |
0.700 |
Low: |
0.580 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-11.76% |
3 Months |
|
|
-43.93% |
YTD |
|
|
+114.29% |
1 Year |
|
|
+39.53% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.520 |
1M High / 1M Low: |
0.760 |
0.520 |
6M High / 6M Low: |
1.150 |
0.520 |
High (YTD): |
3/28/2024 |
1.150 |
Low (YTD): |
1/2/2024 |
0.400 |
52W High: |
3/28/2024 |
1.150 |
52W Low: |
11/28/2023 |
0.140 |
Avg. price 1W: |
|
0.574 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.626 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.819 |
Avg. volume 6M: |
|
22.496 |
Avg. price 1Y: |
|
0.592 |
Avg. volume 1Y: |
|
11.204 |
Volatility 1M: |
|
136.34% |
Volatility 6M: |
|
137.21% |
Volatility 1Y: |
|
134.34% |
Volatility 3Y: |
|
- |