OverviewChartNewsTraderScreen

BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

Frankfurt Zert./BNP
2024-06-20  9:50:24 PM Chg.+0.010 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.370
Bid Size: 9,500		 0.380
Ask Size: 9,500		 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: 32.19
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -3.45
Time value: 0.39
Break-even: 163.90
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.59
Spread abs.: 0.04
Spread %: 11.43%
Delta: 0.23
Theta: -0.03
Omega: 7.49
Rho: 0.15
 

Quote data

Open: 0.380
High: 0.410
Low: 0.370
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.35%
1 Month
  -72.79%
3 Months
  -68.64%
YTD
  -65.42%
1 Year
  -41.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.290
1M High / 1M Low: 1.360 0.290
6M High / 6M Low: 1.380 0.290
High (YTD): 2024-05-17 1.380
Low (YTD): 2024-06-14 0.290
52W High: 2024-05-17 1.380
52W Low: 2023-10-30 0.210
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   0.856
Avg. volume 6M:   0.000
Avg. price 1Y:   0.716
Avg. volume 1Y:   0.000
Volatility 1M:   246.61%
Volatility 6M:   160.45%
Volatility 1Y:   156.28%
Volatility 3Y:   -