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BNP Paribas Call 140 A 17.01.2025/  DE000PE89VA4  /

Frankfurt Zert./BNP
15/11/2024  21:50:24 Chg.-0.090 Bid21:59:36 Ask21:59:36 Underlying Strike price Expiration date Option type
0.290EUR -23.68% 0.280
Bid Size: 10,000		 0.310
Ask Size: 9,678		 Agilent Technologies 140.00 - 17/01/2025 Call
 

Master data

WKN: PE89VA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.94
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -1.93
Time value: 0.31
Break-even: 143.10
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 1.72
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.25
Theta: -0.06
Omega: 9.78
Rho: 0.05
 

Quote data

Open: 0.340
High: 0.340
Low: 0.250
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -53.97%
1 Month
  -64.63%
3 Months
  -75.63%
YTD
  -84.49%
1 Year
  -64.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.290
1M High / 1M Low: 0.860 0.290
6M High / 6M Low: 2.450 0.290
High (YTD): 17/05/2024 2.450
Low (YTD): 15/11/2024 0.290
52W High: 17/05/2024 2.450
52W Low: 15/11/2024 0.290
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   1.008
Avg. volume 6M:   7.576
Avg. price 1Y:   1.296
Avg. volume 1Y:   3.906
Volatility 1M:   301.43%
Volatility 6M:   197.54%
Volatility 1Y:   164.58%
Volatility 3Y:   -