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BNP Paribas Call 160 A 20.12.2024/  DE000PE89U49  /

EUWAX
02/08/2024  08:40:30 Chg.+0.030 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.510EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 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: 27.70
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.24
Parity: -3.26
Time value: 0.46
Break-even: 164.60
Moneyness: 0.80
Premium: 0.29
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.25
Theta: -0.04
Omega: 7.05
Rho: 0.11
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+218.75%
3 Months
  -19.05%
YTD
  -49.51%
1 Year
  -38.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.370
1M High / 1M Low: 0.510 0.150
6M High / 6M Low: 1.260 0.150
High (YTD): 17/05/2024 1.260
Low (YTD): 10/07/2024 0.150
52W High: 17/05/2024 1.260
52W Low: 10/07/2024 0.150
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.663
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   296.73%
Volatility 6M:   215.41%
Volatility 1Y:   182.53%
Volatility 3Y:   -