BNP Paribas Call 140 A 17.01.2025
/ DE000PE89VA4
BNP Paribas Call 140 A 17.01.2025/ DE000PE89VA4 /
2024-09-20 9:50:24 PM |
Chg.-0.090 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
-9.09% |
0.900 Bid Size: 7,000 |
0.910 Ask Size: 7,000 |
Agilent Technologies |
140.00 - |
2025-01-17 |
Call |
Master data
WKN: |
PE89VA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-16 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.24 |
Parity: |
-1.45 |
Time value: |
0.91 |
Break-even: |
149.10 |
Moneyness: |
0.90 |
Premium: |
0.19 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.01 |
Spread %: |
1.11% |
Delta: |
0.42 |
Theta: |
-0.06 |
Omega: |
5.74 |
Rho: |
0.14 |
Quote data
Open: |
1.000 |
High: |
1.000 |
Low: |
0.810 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
-7.22% |
YTD |
|
|
-51.87% |
1 Year |
|
|
+12.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.840 |
1M High / 1M Low: |
1.140 |
0.770 |
6M High / 6M Low: |
2.450 |
0.570 |
High (YTD): |
2024-05-17 |
2.450 |
Low (YTD): |
2024-07-09 |
0.570 |
52W High: |
2024-05-17 |
2.450 |
52W Low: |
2023-10-30 |
0.450 |
Avg. price 1W: |
|
0.896 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.957 |
Avg. volume 1M: |
|
22.727 |
Avg. price 6M: |
|
1.276 |
Avg. volume 6M: |
|
7.813 |
Avg. price 1Y: |
|
1.280 |
Avg. volume 1Y: |
|
3.922 |
Volatility 1M: |
|
105.01% |
Volatility 6M: |
|
147.46% |
Volatility 1Y: |
|
137.70% |
Volatility 3Y: |
|
- |