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

Frankfurt Zert./BNP
05/07/2024  21:50:22 Chg.+0.050 Bid21:54:31 Ask21:54:31 Underlying Strike price Expiration date Option type
0.640EUR +8.47% 0.640
Bid Size: 25,500		 0.650
Ask Size: 25,500		 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: 17.95
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -1.33
Time value: 0.65
Break-even: 136.50
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.39
Theta: -0.03
Omega: 7.03
Rho: 0.21
 

Quote data

Open: 0.580
High: 0.640
Low: 0.580
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -26.44%
3 Months
  -31.91%
YTD  
+128.57%
1 Year
  -4.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.590
1M High / 1M Low: 1.040 0.590
6M High / 6M Low: 1.150 0.560
High (YTD): 28/03/2024 1.150
Low (YTD): 02/01/2024 0.400
52W High: 28/03/2024 1.150
52W Low: 28/11/2023 0.140
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.815
Avg. volume 1M:   0.000
Avg. price 6M:   0.817
Avg. volume 6M:   22.496
Avg. price 1Y:   0.584
Avg. volume 1Y:   11.160
Volatility 1M:   159.00%
Volatility 6M:   132.29%
Volatility 1Y:   136.52%
Volatility 3Y:   -