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BNP Paribas Call 190 A 17.01.2025/  DE000PE89VF3  /

EUWAX
2024-05-27  8:42:58 AM Chg.-0.020 Bid10:01:00 AM Ask10:01:00 AM Underlying Strike price Expiration date Option type
0.340EUR -5.56% 0.340
Bid Size: 8,824		 0.450
Ask Size: 6,667		 Agilent Technologies 190.00 - 2025-01-17 Call
 

Master data

WKN: PE89VF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.58
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -5.11
Time value: 0.36
Break-even: 193.60
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.19
Theta: -0.02
Omega: 7.30
Rho: 0.15
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.44%
1 Month  
+78.95%
3 Months  
+47.83%
YTD
  -17.07%
1 Year  
+13.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.460 0.190
6M High / 6M Low: 0.500 0.160
High (YTD): 2024-03-08 0.500
Low (YTD): 2024-04-19 0.160
52W High: 2024-03-08 0.500
52W Low: 2023-11-01 0.090
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.321
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   0.263
Avg. volume 1Y:   0.000
Volatility 1M:   202.49%
Volatility 6M:   168.47%
Volatility 1Y:   168.79%
Volatility 3Y:   -