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BNP Paribas Call 190 A 20.12.2024/  DE000PE89U72  /

Frankfurt Zert./BNP
2024-05-23  7:50:25 PM Chg.-0.030 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.300EUR -9.09% 0.300
Bid Size: 10,000		 0.310
Ask Size: 9,678		 Agilent Technologies 190.00 - 2024-12-20 Call
 

Master data

WKN: PE89U7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.53
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -4.88
Time value: 0.34
Break-even: 193.40
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.72
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.19
Theta: -0.03
Omega: 7.71
Rho: 0.13
 

Quote data

Open: 0.330
High: 0.330
Low: 0.300
Previous Close: 0.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month  
+57.89%
3 Months  
+50.00%
YTD
  -16.67%
1 Year
  -37.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.390 0.150
6M High / 6M Low: 0.450 0.140
High (YTD): 2024-03-07 0.450
Low (YTD): 2024-04-22 0.140
52W High: 2023-05-23 0.480
52W Low: 2023-11-02 0.060
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.263
Avg. volume 6M:   0.000
Avg. price 1Y:   0.229
Avg. volume 1Y:   0.000
Volatility 1M:   206.44%
Volatility 6M:   170.80%
Volatility 1Y:   182.39%
Volatility 3Y:   -