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BNP Paribas Call 150 A 17.01.2025/  DE000PE89VB2  /

Frankfurt Zert./BNP
05/08/2024  15:20:13 Chg.-0.060 Bid15:31:56 Ask- Underlying Strike price Expiration date Option type
0.770EUR -7.23% 0.710
Bid Size: 4,226		 -
Ask Size: -		 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: 15.17
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -2.26
Time value: 0.84
Break-even: 158.40
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.37
Theta: -0.05
Omega: 5.61
Rho: 0.18
 

Quote data

Open: 0.750
High: 0.770
Low: 0.710
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.48%
1 Month  
+108.11%
3 Months
  -27.36%
YTD
  -46.15%
1 Year
  -32.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.730
1M High / 1M Low: 0.990 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:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   1.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.945
Avg. volume 1Y:   0.000
Volatility 1M:   226.94%
Volatility 6M:   167.16%
Volatility 1Y:   151.93%
Volatility 3Y:   -