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BNP Paribas Call 150 A 20.12.2024/  DE000PE89U31  /

Frankfurt Zert./BNP
2024-09-26  2:50:32 PM Chg.+0.060 Bid3:07:10 PM Ask3:07:10 PM Underlying Strike price Expiration date Option type
0.440EUR +15.79% 0.440
Bid Size: 7,400		 0.540
Ask Size: 7,400		 Agilent Technologies 150.00 - 2024-12-20 Call
 

Master data

WKN: PE89U3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.12
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.24
Parity: -2.47
Time value: 0.39
Break-even: 153.90
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 1.42
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.26
Theta: -0.06
Omega: 8.24
Rho: 0.07
 

Quote data

Open: 0.390
High: 0.450
Low: 0.390
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -18.52%
3 Months
  -8.33%
YTD
  -67.65%
1 Year
  -16.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.380
1M High / 1M Low: 0.600 0.350
6M High / 6M Low: 1.770 0.270
High (YTD): 2024-05-17 1.770
Low (YTD): 2024-07-09 0.270
52W High: 2024-05-17 1.770
52W Low: 2024-07-09 0.270
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.455
Avg. volume 1M:   0.000
Avg. price 6M:   0.764
Avg. volume 6M:   0.000
Avg. price 1Y:   0.833
Avg. volume 1Y:   0.000
Volatility 1M:   170.71%
Volatility 6M:   189.08%
Volatility 1Y:   167.44%
Volatility 3Y:   -