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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

Frankfurt Zert./BNP
2024-11-13  9:50:31 PM Chg.0.000 Bid2024-11-13 Ask2024-11-13 Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.100
Bid Size: 16,600		 0.110
Ask Size: 16,600		 Agilent Technologies 160.00 - 2025-01-17 Call
 

Master data

WKN: PE89VC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 125.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -3.41
Time value: 0.10
Break-even: 161.00
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 2.98
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.10
Theta: -0.03
Omega: 12.99
Rho: 0.02
 

Quote data

Open: 0.087
High: 0.100
Low: 0.087
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.57%
1 Month
  -68.75%
3 Months
  -78.26%
YTD
  -90.65%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.090
1M High / 1M Low: 0.330 0.068
6M High / 6M Low: 1.380 0.068
High (YTD): 2024-05-17 1.380
Low (YTD): 2024-10-25 0.068
52W High: 2024-05-17 1.380
52W Low: 2024-10-25 0.068
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.406
Avg. volume 6M:   0.000
Avg. price 1Y:   0.616
Avg. volume 1Y:   0.000
Volatility 1M:   497.49%
Volatility 6M:   283.87%
Volatility 1Y:   227.41%
Volatility 3Y:   -