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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

Frankfurt Zert./BNP
2024-09-20  9:50:23 PM Chg.-0.040 Bid9:58:51 PM Ask9:58:51 PM Underlying Strike price Expiration date Option type
0.260EUR -13.33% 0.260
Bid Size: 10,800		 0.270
Ask Size: 10,800		 Agilent Technologies 160.00 - 2025-01-17 Call
 

Master data

WKN: PE89VC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.48
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -3.45
Time value: 0.27
Break-even: 162.70
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.23
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.19
Theta: -0.04
Omega: 8.73
Rho: 0.07
 

Quote data

Open: 0.300
High: 0.300
Low: 0.220
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -27.78%
3 Months
  -29.73%
YTD
  -75.70%
1 Year
  -36.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.240
1M High / 1M Low: 0.390 0.220
6M High / 6M Low: 1.380 0.190
High (YTD): 2024-05-17 1.380
Low (YTD): 2024-07-09 0.190
52W High: 2024-05-17 1.380
52W Low: 2024-07-09 0.190
Avg. price 1W:   0.264
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   0.634
Avg. volume 1Y:   0.000
Volatility 1M:   137.00%
Volatility 6M:   190.86%
Volatility 1Y:   172.01%
Volatility 3Y:   -