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BNP Paribas Call 170 A 17.01.2025/  DE000PE89VD8  /

Frankfurt Zert./BNP
10/09/2024  21:50:33 Chg.0.000 Bid21:58:39 Ask21:58:39 Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.150
Bid Size: 17,000		 0.180
Ask Size: 17,000		 Agilent Technologies 170.00 - 17/01/2025 Call
 

Master data

WKN: PE89VD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 78.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -4.49
Time value: 0.16
Break-even: 171.60
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 1.44
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.12
Theta: -0.02
Omega: 9.64
Rho: 0.05
 

Quote data

Open: 0.140
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -53.33%
3 Months
  -36.36%
YTD
  -82.05%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.140
1M High / 1M Low: 0.280 0.140
6M High / 6M Low: 0.980 0.110
High (YTD): 07/03/2024 0.990
Low (YTD): 09/07/2024 0.110
52W High: 07/03/2024 0.990
52W Low: 09/07/2024 0.110
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.207
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   0.000
Avg. price 1Y:   0.441
Avg. volume 1Y:   0.000
Volatility 1M:   150.76%
Volatility 6M:   200.58%
Volatility 1Y:   182.16%
Volatility 3Y:   -