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BNP Paribas Call 160 A 20.12.2024/  DE000PE89U49  /

Frankfurt Zert./BNP
6/20/2024  6:35:21 PM Chg.+0.030 Bid6/20/2024 Ask6/20/2024 Underlying Strike price Expiration date Option type
0.320EUR +10.34% 0.320
Bid Size: 21,200		 0.330
Ask Size: 21,200		 Agilent Technologies 160.00 - 12/20/2024 Call
 

Master data

WKN: PE89U4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.23
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -3.45
Time value: 0.32
Break-even: 163.20
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.69
Spread abs.: 0.04
Spread %: 14.29%
Delta: 0.21
Theta: -0.03
Omega: 8.19
Rho: 0.12
 

Quote data

Open: 0.310
High: 0.340
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.00%
1 Month
  -74.60%
3 Months
  -70.91%
YTD
  -68.00%
1 Year
  -45.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.230
1M High / 1M Low: 1.260 0.230
6M High / 6M Low: 1.280 0.230
High (YTD): 5/17/2024 1.280
Low (YTD): 6/14/2024 0.230
52W High: 5/17/2024 1.280
52W Low: 10/30/2023 0.200
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.782
Avg. volume 6M:   36.800
Avg. price 1Y:   0.657
Avg. volume 1Y:   17.969
Volatility 1M:   264.72%
Volatility 6M:   170.99%
Volatility 1Y:   162.07%
Volatility 3Y:   -