BNP Paribas Call 200 A 17.01.2025
/ DE000PE89VG1
BNP Paribas Call 200 A 17.01.2025/ DE000PE89VG1 /
2024-07-31 9:50:34 PM |
Chg.+0.010 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
+13.51% |
0.081 Bid Size: 21,900 |
0.091 Ask Size: 21,900 |
Agilent Technologies |
200.00 - |
2025-01-17 |
Call |
Master data
WKN: |
PE89VG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-16 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
141.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
-7.10 |
Time value: |
0.09 |
Break-even: |
200.91 |
Moneyness: |
0.64 |
Premium: |
0.56 |
Premium p.a.: |
1.59 |
Spread abs.: |
0.02 |
Spread %: |
26.39% |
Delta: |
0.07 |
Theta: |
-0.01 |
Omega: |
9.63 |
Rho: |
0.04 |
Quote data
Open: |
0.071 |
High: |
0.090 |
Low: |
0.071 |
Previous Close: |
0.074 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
+154.55% |
3 Months |
|
|
-35.38% |
YTD |
|
|
-71.03% |
1 Year |
|
|
-55.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.074 |
0.042 |
1M High / 1M Low: |
0.074 |
0.016 |
6M High / 6M Low: |
0.360 |
0.016 |
High (YTD): |
2024-03-07 |
0.360 |
Low (YTD): |
2024-07-03 |
0.016 |
52W High: |
2024-03-07 |
0.360 |
52W Low: |
2024-07-03 |
0.016 |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.156 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.160 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
375.79% |
Volatility 6M: |
|
252.46% |
Volatility 1Y: |
|
227.54% |
Volatility 3Y: |
|
- |