OverviewChartNewsTraderScreen

BNP Paribas Call 140 A 20.12.2024/  DE000PE89U23  /

EUWAX
2024-07-04  8:43:29 AM Chg.+0.010 Bid8:00:15 PM Ask8:00:15 PM Underlying Strike price Expiration date Option type
0.540EUR +1.89% 0.550
Bid Size: 5,455		 0.580
Ask Size: 5,173		 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: 17.19
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.25
Parity: -2.31
Time value: 0.68
Break-even: 146.80
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.64
Spread abs.: 0.14
Spread %: 25.93%
Delta: 0.34
Theta: -0.04
Omega: 5.89
Rho: 0.15
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -34.15%
3 Months
  -70.33%
YTD
  -70.17%
1 Year
  -49.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.810 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): 2024-07-03 0.530
52W High: 2024-05-17 2.340
52W Low: 2023-10-30 0.450
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.806
Avg. volume 1M:   0.000
Avg. price 6M:   1.469
Avg. volume 6M:   0.000
Avg. price 1Y:   1.261
Avg. volume 1Y:   0.000
Volatility 1M:   137.17%
Volatility 6M:   141.83%
Volatility 1Y:   137.00%
Volatility 3Y:   -