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BNP Paribas Call 140 A 20.12.2024/  DE000PE89U23  /

Frankfurt Zert./BNP
11/10/2024  21:50:30 Chg.+0.050 Bid21:59:57 Ask21:59:57 Underlying Strike price Expiration date Option type
0.980EUR +5.38% 0.970
Bid Size: 5,900		 0.980
Ask Size: 5,900		 Agilent Technologies 140.00 - 20/12/2024 Call
 

Master data

WKN: PE89U2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.04
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.25
Parity: -0.94
Time value: 0.93
Break-even: 149.30
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 1.01
Spread abs.: 0.01
Spread %: 1.09%
Delta: 0.45
Theta: -0.09
Omega: 6.25
Rho: 0.09
 

Quote data

Open: 0.910
High: 1.040
Low: 0.910
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.09%
1 Month  
+25.64%
3 Months  
+36.11%
YTD
  -45.56%
1 Year  
+25.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.930
1M High / 1M Low: 1.270 0.670
6M High / 6M Low: 2.360 0.490
High (YTD): 17/05/2024 2.360
Low (YTD): 09/07/2024 0.490
52W High: 17/05/2024 2.360
52W Low: 30/10/2023 0.420
Avg. price 1W:   1.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.947
Avg. volume 1M:   0.000
Avg. price 6M:   1.103
Avg. volume 6M:   0.000
Avg. price 1Y:   1.215
Avg. volume 1Y:   0.000
Volatility 1M:   233.32%
Volatility 6M:   180.04%
Volatility 1Y:   158.10%
Volatility 3Y:   -