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BNP Paribas Call 140 A 17.01.2025/  DE000PE89VA4  /

EUWAX
10/18/2024  8:46:54 AM Chg.-0.110 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.700EUR -13.58% -
Bid Size: -		 -
Ask Size: -		 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: 17.38
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -1.31
Time value: 0.73
Break-even: 147.30
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.39
Theta: -0.07
Omega: 6.85
Rho: 0.11
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.810
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.69%
1 Month
  -17.65%
3 Months
  -23.91%
YTD
  -62.77%
1 Year  
+1.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.810
1M High / 1M Low: 1.390 0.810
6M High / 6M Low: 2.430 0.580
High (YTD): 5/17/2024 2.430
Low (YTD): 7/10/2024 0.580
52W High: 5/17/2024 2.430
52W Low: 10/30/2023 0.490
Avg. price 1W:   1.020
Avg. volume 1W:   0.000
Avg. price 1M:   1.085
Avg. volume 1M:   0.000
Avg. price 6M:   1.168
Avg. volume 6M:   0.000
Avg. price 1Y:   1.300
Avg. volume 1Y:   0.000
Volatility 1M:   210.46%
Volatility 6M:   169.77%
Volatility 1Y:   149.89%
Volatility 3Y:   -