BNP Paribas Call 130 6MK 17.01.2025
/ DE000PE89AL5
BNP Paribas Call 130 6MK 17.01.20.../ DE000PE89AL5 /
04/09/2024 08:41:11 |
Chg.-0.050 |
Bid09:01:12 |
Ask09:01:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-23.81% |
0.160 Bid Size: 12,500 |
0.170 Ask Size: 12,500 |
MERCK CO. D... |
130.00 - |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
42.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.18 |
Parity: |
-2.30 |
Time value: |
0.25 |
Break-even: |
132.50 |
Moneyness: |
0.82 |
Premium: |
0.24 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.03 |
Spread %: |
13.64% |
Delta: |
0.22 |
Theta: |
-0.03 |
Omega: |
9.35 |
Rho: |
0.08 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-5.88% |
3 Months |
|
|
-79.75% |
YTD |
|
|
-40.74% |
1 Year |
|
|
-67.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.170 |
1M High / 1M Low: |
0.230 |
0.140 |
6M High / 6M Low: |
1.180 |
0.140 |
High (YTD): |
28/03/2024 |
1.180 |
Low (YTD): |
19/08/2024 |
0.140 |
52W High: |
28/03/2024 |
1.180 |
52W Low: |
19/08/2024 |
0.140 |
Avg. price 1W: |
|
0.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.181 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.683 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.566 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
190.23% |
Volatility 6M: |
|
190.90% |
Volatility 1Y: |
|
167.19% |
Volatility 3Y: |
|
- |