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BNP Paribas Call 160 A 20.12.2024/  DE000PE89U49  /

Frankfurt Zert./BNP
2024-06-25  10:50:36 AM Chg.-0.010 Bid10:51:28 AM Ask10:51:28 AM Underlying Strike price Expiration date Option type
0.330EUR -2.94% 0.320
Bid Size: 11,100		 0.420
Ask Size: 11,100		 Agilent Technologies 160.00 - 2024-12-20 Call
 

Master data

WKN: PE89U4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.02
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -3.41
Time value: 0.34
Break-even: 163.40
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.22
Theta: -0.03
Omega: 8.01
Rho: 0.12
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -67.96%
3 Months
  -67.65%
YTD
  -67.00%
1 Year
  -45.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.290
1M High / 1M Low: 1.040 0.230
6M High / 6M Low: 1.280 0.230
High (YTD): 2024-05-17 1.280
Low (YTD): 2024-06-14 0.230
52W High: 2024-05-17 1.280
52W Low: 2023-10-30 0.200
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.765
Avg. volume 6M:   36.800
Avg. price 1Y:   0.654
Avg. volume 1Y:   18.039
Volatility 1M:   283.72%
Volatility 6M:   172.98%
Volatility 1Y:   162.37%
Volatility 3Y:   -