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

Frankfurt Zert./BNP
27/06/2024  18:05:14 Chg.-0.170 Bid18:15:46 Ask18:15:46 Underlying Strike price Expiration date Option type
0.800EUR -17.53% 0.790
Bid Size: 44,000		 0.800
Ask Size: 44,000		 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: 12.69
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.16
Parity: -0.69
Time value: 0.97
Break-even: 139.70
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.49
Theta: -0.03
Omega: 6.21
Rho: 0.28
 

Quote data

Open: 0.930
High: 0.990
Low: 0.800
Previous Close: 0.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -6.98%
3 Months
  -29.20%
YTD  
+185.71%
1 Year  
+14.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.860
1M High / 1M Low: 1.040 0.650
6M High / 6M Low: 1.150 0.250
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:   0.956
Avg. volume 1W:   0.000
Avg. price 1M:   0.830
Avg. volume 1M:   0.000
Avg. price 6M:   0.800
Avg. volume 6M:   22.496
Avg. price 1Y:   0.585
Avg. volume 1Y:   11.160
Volatility 1M:   146.41%
Volatility 6M:   141.21%
Volatility 1Y:   134.21%
Volatility 3Y:   -