OverviewChartNewsTraderScreen

BNP Paribas Call 170 A 20.12.2024/  DE000PE89U56  /

Frankfurt Zert./BNP
05/08/2024  09:50:43 Chg.-0.050 Bid10:19:21 Ask- Underlying Strike price Expiration date Option type
0.220EUR -18.52% 0.230
Bid Size: 10,000		 -
Ask Size: -		 Agilent Technologies 170.00 - 20/12/2024 Call
 

Master data

WKN: PE89U5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.51
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.25
Parity: -4.26
Time value: 0.28
Break-even: 172.80
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 1.25
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.18
Theta: -0.03
Omega: 8.02
Rho: 0.07
 

Quote data

Open: 0.230
High: 0.230
Low: 0.220
Previous Close: 0.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+144.44%
3 Months
  -46.34%
YTD
  -69.44%
1 Year
  -63.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.220
1M High / 1M Low: 0.340 0.081
6M High / 6M Low: 0.910 0.080
High (YTD): 07/03/2024 0.910
Low (YTD): 03/07/2024 0.080
52W High: 07/03/2024 0.910
52W Low: 03/07/2024 0.080
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.445
Avg. volume 6M:   0.000
Avg. price 1Y:   0.419
Avg. volume 1Y:   0.000
Volatility 1M:   311.41%
Volatility 6M:   224.27%
Volatility 1Y:   193.16%
Volatility 3Y:   -