BNP Paribas Call 130 6MK 20.12.2024
/ DE000PE89AG5
BNP Paribas Call 130 6MK 20.12.20.../ DE000PE89AG5 /
8/1/2024 3:20:14 PM |
Chg.+0.010 |
Bid3:29:59 PM |
Ask3:29:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+8.33% |
0.130 Bid Size: 12,500 |
- Ask Size: - |
MERCK CO. D... |
130.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/16/2023 |
Last trading day: |
12/19/2024 |
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 |
|
|
-76.36% |
1 Month |
|
|
-81.69% |
3 Months |
|
|
-85.39% |
YTD |
|
|
-50.00% |
1 Year |
|
|
-65.79% |
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): |
3/28/2024 |
1.100 |
Low (YTD): |
7/31/2024 |
0.120 |
52W High: |
3/28/2024 |
1.100 |
52W Low: |
7/31/2024 |
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: |
|
- |