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BNP Paribas Call 150 A 17.01.2025/  DE000PE89VB2  /

Frankfurt Zert./BNP
25/06/2024  20:20:41 Chg.-0.020 Bid20:38:44 Ask20:38:44 Underlying Strike price Expiration date Option type
0.660EUR -2.94% 0.660
Bid Size: 16,200		 0.670
Ask Size: 16,200		 Agilent Technologies 150.00 - 17/01/2025 Call
 

Master data

WKN: PE89VB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.51
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -2.41
Time value: 0.68
Break-even: 156.80
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.34
Theta: -0.03
Omega: 6.25
Rho: 0.20
 

Quote data

Open: 0.670
High: 0.690
Low: 0.650
Previous Close: 0.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month
  -58.23%
3 Months
  -56.29%
YTD
  -53.85%
1 Year
  -23.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.590
1M High / 1M Low: 1.580 0.490
6M High / 6M Low: 1.870 0.490
High (YTD): 17/05/2024 1.870
Low (YTD): 14/06/2024 0.490
52W High: 17/05/2024 1.870
52W Low: 30/10/2023 0.310
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   0.714
Avg. volume 1M:   0.000
Avg. price 6M:   1.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.988
Avg. volume 1Y:   0.000
Volatility 1M:   237.31%
Volatility 6M:   145.52%
Volatility 1Y:   141.83%
Volatility 3Y:   -