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BNP Paribas Call 150 A 17.01.2025/  DE000PE89VB2  /

Frankfurt Zert./BNP
10/07/2024  21:50:26 Chg.+0.040 Bid21:55:42 Ask21:55:42 Underlying Strike price Expiration date Option type
0.380EUR +11.76% 0.390
Bid Size: 10,600		 0.400
Ask Size: 10,600		 Agilent Technologies 150.00 - 17/01/2025 Call
 

Master data

WKN: PE89VB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.22
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -3.40
Time value: 0.36
Break-even: 153.60
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.23
Theta: -0.03
Omega: 7.29
Rho: 0.12
 

Quote data

Open: 0.340
High: 0.430
Low: 0.340
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month
  -37.70%
3 Months
  -74.32%
YTD
  -73.43%
1 Year
  -53.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 0.680 0.340
6M High / 6M Low: 1.870 0.340
High (YTD): 17/05/2024 1.870
Low (YTD): 09/07/2024 0.340
52W High: 17/05/2024 1.870
52W Low: 30/10/2023 0.310
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   1.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.971
Avg. volume 1Y:   0.000
Volatility 1M:   144.76%
Volatility 6M:   144.48%
Volatility 1Y:   142.46%
Volatility 3Y:   -