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BNP Paribas Call 140 A 20.12.2024/  DE000PE89U23  /

EUWAX
2024-07-10  8:44:18 AM Chg.-0.030 Bid2:36:54 PM Ask2:36:54 PM Underlying Strike price Expiration date Option type
0.500EUR -5.66% 0.600
Bid Size: 9,600		 0.700
Ask Size: 9,600		 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: 22.30
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -2.40
Time value: 0.52
Break-even: 145.20
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.30
Theta: -0.04
Omega: 6.76
Rho: 0.13
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.66%
1 Month
  -41.86%
3 Months
  -75.12%
YTD
  -72.38%
1 Year
  -52.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.530
1M High / 1M Low: 0.950 0.530
6M High / 6M Low: 2.340 0.530
High (YTD): 2024-05-17 2.340
Low (YTD): 2024-07-09 0.530
52W High: 2024-05-17 2.340
52W Low: 2023-10-30 0.450
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   1.443
Avg. volume 6M:   0.000
Avg. price 1Y:   1.252
Avg. volume 1Y:   0.000
Volatility 1M:   130.48%
Volatility 6M:   141.33%
Volatility 1Y:   136.88%
Volatility 3Y:   -