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BNP Paribas Call 170 A 17.01.2025/  DE000PE89VD8  /

EUWAX
10/07/2024  08:44:19 Chg.0.000 Bid19:15:49 Ask19:15:49 Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.130
Bid Size: 35,800		 0.140
Ask Size: 35,800		 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: 89.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -5.40
Time value: 0.13
Break-even: 171.30
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 1.11
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.10
Theta: -0.01
Omega: 9.03
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.45%
3 Months
  -85.37%
YTD
  -84.81%
1 Year
  -72.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.250 0.120
6M High / 6M Low: 0.980 0.120
High (YTD): 17/05/2024 0.980
Low (YTD): 09/07/2024 0.120
52W High: 17/05/2024 0.980
52W Low: 09/07/2024 0.120
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   0.495
Avg. volume 1Y:   0.000
Volatility 1M:   165.01%
Volatility 6M:   181.11%
Volatility 1Y:   169.31%
Volatility 3Y:   -