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

EUWAX
03/09/2024  08:44:20 Chg.+0.010 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.210EUR +5.00% -
Bid Size: -		 -
Ask Size: -		 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: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month  
+23.53%
3 Months
  -73.42%
YTD
  -22.22%
1 Year
  -57.14%
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:   -