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BNP Paribas Call 150 A 17.01.2025/  DE000PE89VB2  /

EUWAX
8/2/2024  8:40:29 AM Chg.+0.040 Bid11:51:32 AM Ask11:51:32 AM Underlying Strike price Expiration date Option type
0.920EUR +4.55% 0.890
Bid Size: 8,200		 0.990
Ask Size: 8,200		 Agilent Technologies 150.00 - 1/17/2025 Call
 

Master data

WKN: PE89VB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.80
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.25
Parity: -1.76
Time value: 0.96
Break-even: 159.60
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.41
Theta: -0.05
Omega: 5.64
Rho: 0.21
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.75%
1 Month  
+130.00%
3 Months
  -13.21%
YTD
  -36.11%
1 Year
  -22.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.640
1M High / 1M Low: 0.880 0.340
6M High / 6M Low: 1.850 0.340
High (YTD): 5/17/2024 1.850
Low (YTD): 7/10/2024 0.340
52W High: 5/17/2024 1.850
52W Low: 7/10/2024 0.340
Avg. price 1W:   0.760
Avg. volume 1W:   0.000
Avg. price 1M:   0.530
Avg. volume 1M:   0.000
Avg. price 6M:   1.056
Avg. volume 6M:   0.000
Avg. price 1Y:   0.946
Avg. volume 1Y:   0.000
Volatility 1M:   228.35%
Volatility 6M:   176.83%
Volatility 1Y:   155.34%
Volatility 3Y:   -