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BNP Paribas Call 130 6MK 20.12.20.../  DE000PE89AG5  /

Frankfurt Zert./BNP
18/10/2024  21:50:29 Chg.-0.004 Bid21:56:03 Ask21:56:03 Underlying Strike price Expiration date Option type
0.016EUR -20.00% 0.016
Bid Size: 50,000		 0.091
Ask Size: 50,000		 MERCK CO. D... 130.00 - 20/12/2024 Call
 

Master data

WKN: PE89AG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 109.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.18
Parity: -3.00
Time value: 0.09
Break-even: 130.91
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 3.88
Spread abs.: 0.08
Spread %: 468.75%
Delta: 0.11
Theta: -0.03
Omega: 11.75
Rho: 0.02
 

Quote data

Open: 0.018
High: 0.020
Low: 0.016
Previous Close: 0.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -86.67%
3 Months
  -97.09%
YTD
  -93.85%
1 Year
  -92.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.016
1M High / 1M Low: 0.120 0.016
6M High / 6M Low: 1.020 0.016
High (YTD): 28/03/2024 1.100
Low (YTD): 18/10/2024 0.016
52W High: 28/03/2024 1.100
52W Low: 18/10/2024 0.016
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.456
Avg. volume 6M:   0.000
Avg. price 1Y:   0.487
Avg. volume 1Y:   0.000
Volatility 1M:   332.10%
Volatility 6M:   267.46%
Volatility 1Y:   217.19%
Volatility 3Y:   -