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BNP Paribas Call 160 A 20.12.2024/  DE000PE89U49  /

Frankfurt Zert./BNP
6/28/2024  9:50:33 PM Chg.-0.020 Bid9:51:56 PM Ask9:51:56 PM Underlying Strike price Expiration date Option type
0.210EUR -8.70% 0.220
Bid Size: 11,700		 0.230
Ask Size: 11,700		 Agilent Technologies 160.00 - 12/20/2024 Call
 

Master data

WKN: PE89U4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.90
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -3.78
Time value: 0.24
Break-even: 162.40
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.17
Theta: -0.02
Omega: 8.75
Rho: 0.09
 

Quote data

Open: 0.230
High: 0.270
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.26%
1 Month
  -74.70%
3 Months
  -78.79%
YTD
  -79.00%
1 Year
  -64.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.210
1M High / 1M Low: 0.830 0.210
6M High / 6M Low: 1.280 0.210
High (YTD): 5/17/2024 1.280
Low (YTD): 6/28/2024 0.210
52W High: 5/17/2024 1.280
52W Low: 10/30/2023 0.200
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.746
Avg. volume 6M:   36.220
Avg. price 1Y:   0.649
Avg. volume 1Y:   17.969
Volatility 1M:   274.17%
Volatility 6M:   174.67%
Volatility 1Y:   163.53%
Volatility 3Y:   -