BNP Paribas Call 150 A 20.12.2024
/ DE000PE89U31
BNP Paribas Call 150 A 20.12.2024/ DE000PE89U31 /
2024-09-26 8:20:48 PM |
Chg.+0.240 |
Bid8:44:46 PM |
Ask8:44:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+63.16% |
0.600 Bid Size: 5,000 |
0.630 Ask Size: 4,762 |
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: |
0.620 |
Low: |
0.390 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+29.17% |
1 Month |
|
|
+14.81% |
3 Months |
|
|
+29.17% |
YTD |
|
|
-54.41% |
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: |
|
- |