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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

EUWAX
01/08/2024  08:42:36 Chg.+0.040 Bid16:20:11 Ask16:20:11 Underlying Strike price Expiration date Option type
0.570EUR +7.55% 0.600
Bid Size: 17,000		 0.610
Ask Size: 17,000		 Agilent Technologies 160.00 - 17/01/2025 Call
 

Master data

WKN: PE89VC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.52
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -2.94
Time value: 0.58
Break-even: 165.80
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 1.75%
Delta: 0.29
Theta: -0.04
Omega: 6.63
Rho: 0.15
 

Quote data

Open: 0.570
High: 0.570
Low: 0.570
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.05%
1 Month  
+103.57%
3 Months
  -25.97%
YTD
  -47.22%
1 Year
  -22.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.370
1M High / 1M Low: 0.530 0.200
6M High / 6M Low: 1.370 0.200
High (YTD): 17/05/2024 1.370
Low (YTD): 10/07/2024 0.200
52W High: 17/05/2024 1.370
52W Low: 10/07/2024 0.200
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.740
Avg. volume 6M:   0.000
Avg. price 1Y:   0.675
Avg. volume 1Y:   0.000
Volatility 1M:   267.92%
Volatility 6M:   195.28%
Volatility 1Y:   170.37%
Volatility 3Y:   -