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

Frankfurt Zert./BNP
2024-11-12  9:50:34 PM Chg.-0.002 Bid9:55:15 PM Ask9:55:15 PM Underlying Strike price Expiration date Option type
0.002EUR -50.00% 0.003
Bid Size: 50,000		 0.091
Ask Size: 50,000		 MERCK CO. D... 130.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 103.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.19
Parity: -3.55
Time value: 0.09
Break-even: 130.91
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 5.08
Spread abs.: 0.09
Spread %: 1,720.00%
Delta: 0.10
Theta: -0.03
Omega: 10.31
Rho: 0.02
 

Quote data

Open: 0.004
High: 0.005
Low: 0.002
Previous Close: 0.004
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -60.00%
1 Month
  -94.74%
3 Months
  -98.82%
YTD
  -99.29%
1 Year
  -99.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.001
1M High / 1M Low: 0.048 0.001
6M High / 6M Low: 1.040 0.001
High (YTD): 2024-03-28 1.150
Low (YTD): 2024-11-07 0.001
52W High: 2024-03-28 1.150
52W Low: 2024-11-07 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.392
Avg. volume 6M:   0.000
Avg. price 1Y:   0.513
Avg. volume 1Y:   11.204
Volatility 1M:   1,866.15%
Volatility 6M:   754.43%
Volatility 1Y:   541.74%
Volatility 3Y:   -