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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

EUWAX
2024-06-21  8:42:32 AM Chg.-0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 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: 32.80
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -3.54
Time value: 0.38
Break-even: 163.80
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.23
Theta: -0.03
Omega: 7.46
Rho: 0.14
 

Quote data

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

Performance

1 Week  
+24.14%
1 Month
  -68.97%
3 Months
  -70.97%
YTD
  -66.67%
1 Year
  -43.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.290
1M High / 1M Low: 1.160 0.290
6M High / 6M Low: 1.370 0.290
High (YTD): 2024-05-17 1.370
Low (YTD): 2024-06-17 0.290
52W High: 2024-05-17 1.370
52W Low: 2023-10-30 0.240
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.842
Avg. volume 6M:   0.000
Avg. price 1Y:   0.715
Avg. volume 1Y:   0.000
Volatility 1M:   276.09%
Volatility 6M:   166.54%
Volatility 1Y:   155.95%
Volatility 3Y:   -