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

Frankfurt Zert./BNP
01/08/2024  13:50:30 Chg.+0.020 Bid13:51:42 Ask13:51:42 Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.130
Bid Size: 50,000		 0.140
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: 74.66
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -2.55
Time value: 0.14
Break-even: 131.40
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.15
Theta: -0.02
Omega: 11.39
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -74.55%
1 Month
  -80.28%
3 Months
  -84.27%
YTD
  -46.15%
1 Year
  -63.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.120
1M High / 1M Low: 0.710 0.120
6M High / 6M Low: 1.100 0.120
High (YTD): 28/03/2024 1.100
Low (YTD): 31/07/2024 0.120
52W High: 28/03/2024 1.100
52W Low: 31/07/2024 0.120
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   0.761
Avg. volume 6M:   0.000
Avg. price 1Y:   0.551
Avg. volume 1Y:   0.000
Volatility 1M:   307.01%
Volatility 6M:   176.41%
Volatility 1Y:   161.85%
Volatility 3Y:   -