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BNP Paribas Call 150 A 17.01.2025/  DE000PE89VB2  /

Frankfurt Zert./BNP
2024-05-24  9:50:26 PM Chg.-0.030 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
1.580EUR -1.86% 1.600
Bid Size: 2,300		 1.610
Ask Size: 2,300		 Agilent Technologies 150.00 - 2025-01-17 Call
 

Master data

WKN: PE89VB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.63
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.23
Parity: -1.11
Time value: 1.61
Break-even: 166.10
Moneyness: 0.93
Premium: 0.20
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.51
Theta: -0.05
Omega: 4.39
Rho: 0.35
 

Quote data

Open: 1.600
High: 1.620
Low: 1.540
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.51%
1 Month  
+50.48%
3 Months  
+61.22%
YTD  
+10.49%
1 Year  
+53.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.850 1.580
1M High / 1M Low: 1.870 0.980
6M High / 6M Low: 1.870 0.870
High (YTD): 2024-05-17 1.870
Low (YTD): 2024-04-19 0.870
52W High: 2024-05-17 1.870
52W Low: 2023-10-30 0.310
Avg. price 1W:   1.714
Avg. volume 1W:   0.000
Avg. price 1M:   1.452
Avg. volume 1M:   0.000
Avg. price 6M:   1.247
Avg. volume 6M:   0.000
Avg. price 1Y:   1.002
Avg. volume 1Y:   0.000
Volatility 1M:   121.13%
Volatility 6M:   117.94%
Volatility 1Y:   128.63%
Volatility 3Y:   -