OverviewChartNewsTraderScreen

BNP Paribas Call 170 A 17.01.2025/  DE000PE89VD8  /

EUWAX
8/5/2024  8:27:59 AM Chg.-0.080 Bid3:40:01 PM Ask3:40:01 PM Underlying Strike price Expiration date Option type
0.290EUR -21.62% 0.260
Bid Size: 10,000		 0.290
Ask Size: 10,000		 Agilent Technologies 170.00 - 1/17/2025 Call
 

Master data

WKN: PE89VD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.41
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -4.26
Time value: 0.35
Break-even: 173.50
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.20
Theta: -0.03
Omega: 7.30
Rho: 0.10
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month  
+123.08%
3 Months
  -39.58%
YTD
  -63.29%
1 Year
  -56.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.270
1M High / 1M Low: 0.370 0.120
6M High / 6M Low: 0.980 0.120
High (YTD): 5/17/2024 0.980
Low (YTD): 7/10/2024 0.120
52W High: 5/17/2024 0.980
52W Low: 7/10/2024 0.120
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.506
Avg. volume 6M:   0.000
Avg. price 1Y:   0.472
Avg. volume 1Y:   0.000
Volatility 1M:   277.95%
Volatility 6M:   209.73%
Volatility 1Y:   182.12%
Volatility 3Y:   -