OverviewChartNewsTraderScreen

BNP Paribas Call 150 A 17.01.2025/  DE000PE89VB2  /

Frankfurt Zert./BNP
2024-06-14  9:50:29 PM Chg.-0.030 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
0.490EUR -5.77% 0.500
Bid Size: 6,000		 0.510
Ask Size: 5,883		 Agilent Technologies 150.00 - 2025-01-17 Call
 

Master data

WKN: PE89VB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.78
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -2.87
Time value: 0.51
Break-even: 155.10
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.28
Theta: -0.03
Omega: 6.77
Rho: 0.17
 

Quote data

Open: 0.510
High: 0.510
Low: 0.480
Previous Close: 0.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.33%
1 Month
  -73.66%
3 Months
  -70.66%
YTD
  -65.73%
1 Year
  -47.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.490
1M High / 1M Low: 1.870 0.490
6M High / 6M Low: 1.870 0.490
High (YTD): 2024-05-17 1.870
Low (YTD): 2024-06-14 0.490
52W High: 2024-05-17 1.870
52W Low: 2023-10-30 0.310
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   1.072
Avg. volume 1M:   0.000
Avg. price 6M:   1.213
Avg. volume 6M:   0.000
Avg. price 1Y:   0.994
Avg. volume 1Y:   0.000
Volatility 1M:   196.56%
Volatility 6M:   139.07%
Volatility 1Y:   139.38%
Volatility 3Y:   -