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BNP Paribas Call 140 A 17.01.2025/  DE000PE89VA4  /

Frankfurt Zert./BNP
8/2/2024  9:50:33 PM Chg.-0.210 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
1.240EUR -14.48% 1.240
Bid Size: 6,800		 1.250
Ask Size: 6,800		 Agilent Technologies 140.00 - 1/17/2025 Call
 

Master data

WKN: PE89VA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.19
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.24
Parity: -1.26
Time value: 1.25
Break-even: 152.50
Moneyness: 0.91
Premium: 0.20
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 0.81%
Delta: 0.47
Theta: -0.05
Omega: 4.79
Rho: 0.22
 

Quote data

Open: 1.370
High: 1.370
Low: 1.090
Previous Close: 1.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+100.00%
3 Months
  -16.78%
YTD
  -33.69%
1 Year
  -16.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.120
1M High / 1M Low: 1.450 0.570
6M High / 6M Low: 2.450 0.570
High (YTD): 5/17/2024 2.450
Low (YTD): 7/9/2024 0.570
52W High: 5/17/2024 2.450
52W Low: 10/30/2023 0.450
Avg. price 1W:   1.284
Avg. volume 1W:   0.000
Avg. price 1M:   0.938
Avg. volume 1M:   0.000
Avg. price 6M:   1.476
Avg. volume 6M:   0.000
Avg. price 1Y:   1.299
Avg. volume 1Y:   0.000
Volatility 1M:   193.35%
Volatility 6M:   145.52%
Volatility 1Y:   136.02%
Volatility 3Y:   -