OverviewChartNewsTraderScreen

BNP Paribas Call 140 A 20.12.2024/  DE000PE89U23  /

Frankfurt Zert./BNP
2024-11-07  10:50:40 AM Chg.+0.010 Bid2024-11-07 Ask2024-11-07 Underlying Strike price Expiration date Option type
0.560EUR +1.82% 0.560
Bid Size: 6,100		 0.660
Ask Size: 6,100		 Agilent Technologies 140.00 - 2024-12-20 Call
 

Master data

WKN: PE89U2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.52
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.25
Parity: -1.16
Time value: 0.57
Break-even: 145.70
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 1.93
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.37
Theta: -0.11
Omega: 8.33
Rho: 0.05
 

Quote data

Open: 0.560
High: 0.560
Low: 0.550
Previous Close: 0.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month
  -45.10%
3 Months
  -41.67%
YTD
  -68.89%
1 Year
  -13.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.350
1M High / 1M Low: 1.070 0.290
6M High / 6M Low: 2.360 0.290
High (YTD): 2024-05-17 2.360
Low (YTD): 2024-10-25 0.290
52W High: 2024-05-17 2.360
52W Low: 2024-10-25 0.290
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.651
Avg. volume 1M:   0.000
Avg. price 6M:   0.988
Avg. volume 6M:   0.000
Avg. price 1Y:   1.214
Avg. volume 1Y:   0.000
Volatility 1M:   337.52%
Volatility 6M:   217.89%
Volatility 1Y:   178.23%
Volatility 3Y:   -