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BNP Paribas Call 190 A 17.01.2025/  DE000PE89VF3  /

Frankfurt Zert./BNP
2024-06-28  9:50:24 PM Chg.-0.003 Bid9:58:11 PM Ask9:58:11 PM Underlying Strike price Expiration date Option type
0.054EUR -5.26% 0.057
Bid Size: 24,100		 0.091
Ask Size: 24,100		 Agilent Technologies 190.00 - 2025-01-17 Call
 

Master data

WKN: PE89VF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 134.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -6.78
Time value: 0.09
Break-even: 190.91
Moneyness: 0.64
Premium: 0.56
Premium p.a.: 1.23
Spread abs.: 0.03
Spread %: 54.24%
Delta: 0.07
Theta: -0.01
Omega: 9.48
Rho: 0.04
 

Quote data

Open: 0.057
High: 0.067
Low: 0.053
Previous Close: 0.057
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.50%
1 Month
  -79.23%
3 Months
  -84.57%
YTD
  -86.83%
1 Year
  -78.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.054
1M High / 1M Low: 0.260 0.054
6M High / 6M Low: 0.510 0.054
High (YTD): 2024-03-07 0.510
Low (YTD): 2024-06-28 0.054
52W High: 2024-03-07 0.510
52W Low: 2024-06-28 0.054
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   0.247
Avg. volume 1Y:   0.000
Volatility 1M:   281.22%
Volatility 6M:   196.22%
Volatility 1Y:   190.72%
Volatility 3Y:   -