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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

Frankfurt Zert./BNP
26/09/2024  18:50:32 Chg.+0.140 Bid26/09/2024 Ask26/09/2024 Underlying Strike price Expiration date Option type
0.380EUR +58.33% 0.380
Bid Size: 7,895		 0.410
Ask Size: 7,318		 Agilent Technologies 160.00 - 17/01/2025 Call
 

Master data

WKN: PE89VC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.11
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -3.47
Time value: 0.25
Break-even: 162.50
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.32
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.18
Theta: -0.03
Omega: 8.99
Rho: 0.06
 

Quote data

Open: 0.250
High: 0.380
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month  
+8.57%
3 Months  
+11.76%
YTD
  -64.49%
1 Year
  -9.52%
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): 17/05/2024 1.380
Low (YTD): 09/07/2024 0.190
52W High: 17/05/2024 1.380
52W Low: 09/07/2024 0.190
Avg. price 1W:   0.266
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   0.562
Avg. volume 6M:   0.000
Avg. price 1Y:   0.632
Avg. volume 1Y:   0.000
Volatility 1M:   164.84%
Volatility 6M:   193.74%
Volatility 1Y:   173.88%
Volatility 3Y:   -