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BNP Paribas Call 150 A 17.01.2025/  DE000PE89VB2  /

EUWAX
2024-06-24  8:42:27 AM Chg.+0.010 Bid4:16:11 PM Ask4:16:11 PM Underlying Strike price Expiration date Option type
0.610EUR +1.67% 0.690
Bid Size: 16,000		 0.700
Ask Size: 16,000		 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: 20.11
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -2.53
Time value: 0.62
Break-even: 156.20
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.32
Theta: -0.03
Omega: 6.46
Rho: 0.19
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.49%
1 Month
  -62.11%
3 Months
  -63.69%
YTD
  -57.64%
1 Year
  -29.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.490
1M High / 1M Low: 1.610 0.490
6M High / 6M Low: 1.850 0.490
High (YTD): 2024-05-17 1.850
Low (YTD): 2024-06-17 0.490
52W High: 2024-05-17 1.850
52W Low: 2023-10-30 0.340
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.769
Avg. volume 1M:   0.000
Avg. price 6M:   1.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.989
Avg. volume 1Y:   0.000
Volatility 1M:   257.74%
Volatility 6M:   152.76%
Volatility 1Y:   144.26%
Volatility 3Y:   -