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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

Frankfurt Zert./BNP
2024-05-24  9:50:23 PM Chg.-0.030 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
1.130EUR -2.59% 1.150
Bid Size: 2,609		 1.160
Ask Size: 2,587		 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: 11.97
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -2.11
Time value: 1.16
Break-even: 171.60
Moneyness: 0.87
Premium: 0.24
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 0.87%
Delta: 0.42
Theta: -0.04
Omega: 5.05
Rho: 0.30
 

Quote data

Open: 1.150
High: 1.160
Low: 1.100
Previous Close: 1.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.12%
1 Month  
+56.94%
3 Months  
+63.77%
YTD  
+5.61%
1 Year  
+46.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.130
1M High / 1M Low: 1.380 0.670
6M High / 6M Low: 1.380 0.590
High (YTD): 2024-05-17 1.380
Low (YTD): 2024-04-19 0.590
52W High: 2024-05-17 1.380
52W Low: 2023-10-30 0.210
Avg. price 1W:   1.246
Avg. volume 1W:   0.000
Avg. price 1M:   1.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.904
Avg. volume 6M:   0.000
Avg. price 1Y:   0.731
Avg. volume 1Y:   0.000
Volatility 1M:   143.23%
Volatility 6M:   131.13%
Volatility 1Y:   141.56%
Volatility 3Y:   -