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BNP Paribas Call 140 A 20.12.2024/  DE000PE89U23  /

EUWAX
28/08/2024  08:43:39 Chg.+0.030 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.970EUR +3.19% -
Bid Size: -		 -
Ask Size: -		 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: 12.88
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.24
Parity: -1.38
Time value: 0.98
Break-even: 149.80
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.43
Theta: -0.07
Omega: 5.54
Rho: 0.14
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.39%
1 Month
  -5.83%
3 Months
  -47.57%
YTD
  -46.41%
1 Year
  -17.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.940
1M High / 1M Low: 1.260 0.910
6M High / 6M Low: 2.340 0.500
High (YTD): 17/05/2024 2.340
Low (YTD): 10/07/2024 0.500
52W High: 17/05/2024 2.340
52W Low: 30/10/2023 0.450
Avg. price 1W:   0.990
Avg. volume 1W:   0.000
Avg. price 1M:   1.036
Avg. volume 1M:   0.000
Avg. price 6M:   1.328
Avg. volume 6M:   0.000
Avg. price 1Y:   1.205
Avg. volume 1Y:   0.000
Volatility 1M:   145.09%
Volatility 6M:   163.18%
Volatility 1Y:   149.14%
Volatility 3Y:   -