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BNP Paribas Call 140 A 20.12.2024/  DE000PE89U23  /

Frankfurt Zert./BNP
2024-06-24  9:50:24 PM Chg.+0.080 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.960EUR +9.09% 0.940
Bid Size: 7,600		 0.950
Ask Size: 7,600		 Agilent Technologies 140.00 - 2024-12-20 Call
 

Master data

WKN: PE89U2
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.17
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.25
Parity: -1.53
Time value: 0.88
Break-even: 148.80
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.41
Theta: -0.04
Omega: 5.85
Rho: 0.21
 

Quote data

Open: 0.860
High: 1.060
Low: 0.860
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.05%
1 Month
  -52.71%
3 Months
  -50.26%
YTD
  -46.67%
1 Year
  -13.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.830
1M High / 1M Low: 2.040 0.710
6M High / 6M Low: 2.360 0.710
High (YTD): 2024-05-17 2.360
Low (YTD): 2024-06-14 0.710
52W High: 2024-05-17 2.360
52W Low: 2023-10-30 0.420
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.990
Avg. volume 1M:   0.000
Avg. price 6M:   1.522
Avg. volume 6M:   0.000
Avg. price 1Y:   1.271
Avg. volume 1Y:   0.000
Volatility 1M:   222.22%
Volatility 6M:   135.92%
Volatility 1Y:   134.17%
Volatility 3Y:   -