BNP Paribas Call 120 6MK 21.06.2024
/ DE000PE4AJL6
BNP Paribas Call 120 6MK 21.06.20.../ DE000PE4AJL6 /
| 2024-05-03 9:24:48 AM |
Chg.-0.070 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-6.86% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
120.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE4AJL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.16 |
| Parity: |
-0.15 |
| Time value: |
0.84 |
| Break-even: |
128.40 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.52 |
| Theta: |
-0.10 |
| Omega: |
7.35 |
| Rho: |
0.07 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.49% |
| 1 Month |
|
|
-3.06% |
| 3 Months |
|
|
-6.86% |
| YTD |
|
|
+331.82% |
| 1 Year |
|
|
-16.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.950 |
| 1M High / 1M Low: |
1.190 |
0.690 |
| 6M High / 6M Low: |
1.340 |
0.085 |
| High (YTD): |
2024-03-28 |
1.340 |
| Low (YTD): |
2024-01-02 |
0.360 |
| 52W High: |
2024-03-28 |
1.340 |
| 52W Low: |
2023-11-28 |
0.085 |
| Avg. price 1W: |
|
1.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.624 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.575 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
225.89% |
| Volatility 6M: |
|
200.84% |
| Volatility 1Y: |
|
176.96% |
| Volatility 3Y: |
|
- |
