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BNP Paribas Call 170 A 20.12.2024/  DE000PE89U56  /

EUWAX
26/09/2024  08:42:09 Chg.-0.012 Bid18:55:06 Ask18:55:06 Underlying Strike price Expiration date Option type
0.075EUR -13.79% 0.130
Bid Size: 10,000		 0.160
Ask Size: 10,000		 Agilent Technologies 170.00 - 20/12/2024 Call
 

Master data

WKN: PE89U5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 137.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -4.47
Time value: 0.09
Break-even: 170.91
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 2.79
Spread abs.: 0.02
Spread %: 24.66%
Delta: 0.08
Theta: -0.02
Omega: 11.70
Rho: 0.02
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.77%
1 Month
  -42.31%
3 Months
  -55.88%
YTD
  -89.73%
1 Year
  -72.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.067
1M High / 1M Low: 0.150 0.067
6M High / 6M Low: 0.880 0.067
High (YTD): 08/03/2024 0.910
Low (YTD): 24/09/2024 0.067
52W High: 08/03/2024 0.910
52W Low: 24/09/2024 0.067
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.303
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   211.30%
Volatility 6M:   246.06%
Volatility 1Y:   208.91%
Volatility 3Y:   -