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BNP Paribas Call 200 A 17.01.2025/  DE000PE89VG1  /

EUWAX
2024-05-23  8:41:34 AM Chg.-0.010 Bid8:28:51 PM Ask8:28:51 PM Underlying Strike price Expiration date Option type
0.260EUR -3.70% 0.230
Bid Size: 10,000		 0.240
Ask Size: 10,000		 Agilent Technologies 200.00 - 2025-01-17 Call
 

Master data

WKN: PE89VG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.30
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -5.88
Time value: 0.27
Break-even: 202.70
Moneyness: 0.71
Premium: 0.44
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.15
Theta: -0.02
Omega: 7.87
Rho: 0.12
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month  
+136.36%
3 Months  
+52.94%
YTD
  -10.34%
1 Year
  -31.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.300 0.110
6M High / 6M Low: 0.350 0.110
High (YTD): 2024-03-08 0.350
Low (YTD): 2024-04-23 0.110
52W High: 2023-05-23 0.380
52W Low: 2023-10-30 0.065
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   0.187
Avg. volume 1Y:   0.000
Volatility 1M:   231.70%
Volatility 6M:   167.73%
Volatility 1Y:   181.00%
Volatility 3Y:   -