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BNP Paribas Call 150 A 17.01.2025/  DE000PE89VB2  /

Frankfurt Zert./BNP
2024-09-20  9:50:23 PM Chg.-0.070 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.500EUR -12.28% 0.510
Bid Size: 8,500		 0.520
Ask Size: 8,500		 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: 24.13
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.24
Parity: -2.45
Time value: 0.52
Break-even: 155.20
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.93
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.30
Theta: -0.05
Omega: 7.13
Rho: 0.10
 

Quote data

Open: 0.570
High: 0.580
Low: 0.440
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -21.88%
3 Months
  -19.35%
YTD
  -65.04%
1 Year
  -13.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.470
1M High / 1M Low: 0.700 0.430
6M High / 6M Low: 1.870 0.340
High (YTD): 2024-05-17 1.870
Low (YTD): 2024-07-09 0.340
52W High: 2024-05-17 1.870
52W Low: 2023-10-30 0.310
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   0.873
Avg. volume 6M:   0.000
Avg. price 1Y:   0.912
Avg. volume 1Y:   0.000
Volatility 1M:   126.97%
Volatility 6M:   170.41%
Volatility 1Y:   154.90%
Volatility 3Y:   -