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BNP Paribas Call 190 A 20.12.2024/  DE000PE89U72  /

EUWAX
2024-05-27  8:42:56 AM Chg.-0.020 Bid7:02:59 PM Ask7:02:59 PM Underlying Strike price Expiration date Option type
0.280EUR -6.67% 0.280
Bid Size: 10,000		 0.300
Ask Size: 10,000		 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: 46.30
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -5.11
Time value: 0.30
Break-even: 193.00
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.17
Theta: -0.02
Omega: 7.86
Rho: 0.12
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month  
+75.00%
3 Months  
+40.00%
YTD
  -22.22%
1 Year  
+3.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.300
1M High / 1M Low: 0.380 0.150
6M High / 6M Low: 0.440 0.130
High (YTD): 2024-03-08 0.440
Low (YTD): 2024-04-19 0.130
52W High: 2024-03-08 0.440
52W Low: 2023-10-30 0.079
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.264
Avg. volume 6M:   0.000
Avg. price 1Y:   0.228
Avg. volume 1Y:   0.000
Volatility 1M:   225.09%
Volatility 6M:   179.33%
Volatility 1Y:   181.19%
Volatility 3Y:   -