BNP Paribas Call 190 A 17.01.2025
/ DE000PE89VF3
BNP Paribas Call 190 A 17.01.2025/ DE000PE89VF3 /
02/08/2024 21:50:33 |
Chg.-0.030 |
Bid02/08/2024 |
Ask02/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-18.75% |
0.130 Bid Size: 18,000 |
0.140 Ask Size: 18,000 |
Agilent Technologies |
190.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PE89VF |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 - |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
91.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.24 |
Parity: |
-6.26 |
Time value: |
0.14 |
Break-even: |
191.40 |
Moneyness: |
0.67 |
Premium: |
0.50 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.10 |
Theta: |
-0.02 |
Omega: |
8.83 |
Rho: |
0.05 |
Quote data
Open: |
0.140 |
High: |
0.150 |
Low: |
0.110 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.00% |
1 Month |
|
|
+182.61% |
3 Months |
|
|
-35.00% |
YTD |
|
|
-68.29% |
1 Year |
|
|
-62.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.100 |
1M High / 1M Low: |
0.160 |
0.039 |
6M High / 6M Low: |
0.510 |
0.034 |
High (YTD): |
07/03/2024 |
0.510 |
Low (YTD): |
03/07/2024 |
0.034 |
52W High: |
07/03/2024 |
0.510 |
52W Low: |
03/07/2024 |
0.034 |
Avg. price 1W: |
|
0.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.230 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.227 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
280.67% |
Volatility 6M: |
|
223.99% |
Volatility 1Y: |
|
201.13% |
Volatility 3Y: |
|
- |