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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

EUWAX
2024-05-28  8:42:12 AM Chg.-0.01 Bid12:58:41 PM Ask12:58:41 PM Underlying Strike price Expiration date Option type
1.13EUR -0.88% 1.13
Bid Size: 2,655		 1.25
Ask Size: 2,400		 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: 12.06
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -2.13
Time value: 1.15
Break-even: 171.50
Moneyness: 0.87
Premium: 0.24
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 1.77%
Delta: 0.42
Theta: -0.04
Omega: 5.06
Rho: 0.30
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.30%
1 Month  
+66.18%
3 Months  
+25.56%
YTD  
+4.63%
1 Year  
+50.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.35 1.14
1M High / 1M Low: 1.37 0.70
6M High / 6M Low: 1.37 0.57
High (YTD): 2024-05-17 1.37
Low (YTD): 2024-04-19 0.57
52W High: 2024-05-17 1.37
52W Low: 2023-10-30 0.24
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.04
Avg. volume 1M:   0.00
Avg. price 6M:   0.90
Avg. volume 6M:   0.00
Avg. price 1Y:   0.73
Avg. volume 1Y:   0.00
Volatility 1M:   136.97%
Volatility 6M:   133.43%
Volatility 1Y:   137.77%
Volatility 3Y:   -