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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

Frankfurt Zert./BNP
6/24/2024  6:35:23 PM Chg.+0.080 Bid6/24/2024 Ask6/24/2024 Underlying Strike price Expiration date Option type
0.450EUR +21.62% 0.450
Bid Size: 18,200		 0.460
Ask Size: 18,200		 Agilent Technologies 160.00 - 1/17/2025 Call
 

Master data

WKN: PE89VC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.81
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -3.53
Time value: 0.38
Break-even: 163.80
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.23
Theta: -0.03
Omega: 7.47
Rho: 0.14
 

Quote data

Open: 0.370
High: 0.470
Low: 0.370
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -60.18%
3 Months
  -62.18%
YTD
  -57.94%
1 Year
  -29.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.330
1M High / 1M Low: 1.130 0.290
6M High / 6M Low: 1.380 0.290
High (YTD): 5/17/2024 1.380
Low (YTD): 6/14/2024 0.290
52W High: 5/17/2024 1.380
52W Low: 10/30/2023 0.210
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.488
Avg. volume 1M:   0.000
Avg. price 6M:   0.843
Avg. volume 6M:   0.000
Avg. price 1Y:   0.715
Avg. volume 1Y:   0.000
Volatility 1M:   260.14%
Volatility 6M:   162.36%
Volatility 1Y:   156.62%
Volatility 3Y:   -