BNP Paribas Call 100 6MK 17.01.2025
/ DE000PE89AH3
BNP Paribas Call 100 6MK 17.01.20.../ DE000PE89AH3 /
| 1/9/2025 9:55:11 PM |
Chg.0.000 |
Bid1/9/2025 |
Ask1/9/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.160
Bid Size: 14,750 |
0.190
Ask Size: 14,750 |
MERCK CO. D... |
100.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PE89AH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.20 |
| Parity: |
-0.32 |
| Time value: |
0.17 |
| Break-even: |
101.70 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
8.44 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.35 |
| Theta: |
-0.17 |
| Omega: |
20.13 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.200 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-68.00% |
| 3 Months |
|
|
-86.21% |
| YTD |
|
|
-27.27% |
| 1 Year |
|
|
-92.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.120 |
| 1M High / 1M Low: |
0.500 |
0.120 |
| 6M High / 6M Low: |
2.850 |
0.120 |
| High (YTD): |
1/7/2025 |
0.250 |
| Low (YTD): |
1/3/2025 |
0.120 |
| 52W High: |
6/24/2024 |
3.320 |
| 52W Low: |
1/3/2025 |
0.120 |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.986 |
| Avg. volume 1Y: |
|
45.575 |
| Volatility 1M: |
|
383.51% |
| Volatility 6M: |
|
229.75% |
| Volatility 1Y: |
|
168.60% |
| Volatility 3Y: |
|
- |