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

Frankfurt Zert./BNP
7/29/2024  9:20:51 AM Chg.+0.010 Bid7/29/2024 Ask7/29/2024 Underlying Strike price Expiration date Option type
0.610EUR +1.67% 0.610
Bid Size: 13,250		 0.620
Ask Size: 13,250		 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: 0.590
High: 0.610
Low: 0.590
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.93%
1 Month
  -10.29%
3 Months
  -36.46%
YTD  
+117.86%
1 Year  
+41.86%
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:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   0.819
Avg. volume 6M:   22.496
Avg. price 1Y:   0.593
Avg. volume 1Y:   11.248
Volatility 1M:   132.31%
Volatility 6M:   137.21%
Volatility 1Y:   134.59%
Volatility 3Y:   -