OverviewChartNewsTraderScreen

BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

Frankfurt Zert./BNP
11/14/2024  9:50:30 PM Chg.-0.033 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
0.067EUR -33.00% 0.065
Bid Size: 25,600		 0.091
Ask Size: 25,600		 Agilent Technologies 160.00 - 1/17/2025 Call
 

Master data

WKN: PE89VC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 115.54
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -3.29
Time value: 0.11
Break-even: 161.10
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 2.87
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.11
Theta: -0.03
Omega: 12.87
Rho: 0.02
 

Quote data

Open: 0.090
High: 0.100
Low: 0.067
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -58.13%
1 Month
  -79.06%
3 Months
  -83.25%
YTD
  -93.74%
1 Year
  -81.39%
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): 5/17/2024 1.380
Low (YTD): 10/25/2024 0.068
52W High: 5/17/2024 1.380
52W Low: 10/25/2024 0.068
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.398
Avg. volume 6M:   0.000
Avg. price 1Y:   0.616
Avg. volume 1Y:   0.000
Volatility 1M:   485.54%
Volatility 6M:   282.72%
Volatility 1Y:   226.60%
Volatility 3Y:   -