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BNP Paribas Call 160 A 20.12.2024/  DE000PE89U49  /

Frankfurt Zert./BNP
09/07/2024  21:50:38 Chg.-0.020 Bid21:52:53 Ask21:52:53 Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.160
Bid Size: 15,700		 0.170
Ask Size: 15,700		 Agilent Technologies 160.00 - 20/12/2024 Call
 

Master data

WKN: PE89U4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.67
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -4.36
Time value: 0.18
Break-even: 161.80
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.14
Theta: -0.02
Omega: 8.85
Rho: 0.06
 

Quote data

Open: 0.170
High: 0.170
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month
  -50.00%
3 Months
  -85.85%
YTD
  -85.00%
1 Year
  -71.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.160
1M High / 1M Low: 0.350 0.160
6M High / 6M Low: 1.280 0.160
High (YTD): 17/05/2024 1.280
Low (YTD): 03/07/2024 0.160
52W High: 17/05/2024 1.280
52W Low: 03/07/2024 0.160
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.716
Avg. volume 6M:   36.220
Avg. price 1Y:   0.639
Avg. volume 1Y:   18.039
Volatility 1M:   183.80%
Volatility 6M:   171.68%
Volatility 1Y:   163.53%
Volatility 3Y:   -