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BNP Paribas Call 200 A 20.12.2024/  DE000PE89U80  /

EUWAX
2024-05-27  8:42:56 AM Chg.-0.020 Bid10:01:00 AM Ask10:01:00 AM Underlying Strike price Expiration date Option type
0.170EUR -10.53% 0.170
Bid Size: 10,000		 0.280
Ask Size: 10,000		 Agilent Technologies 200.00 - 2024-12-20 Call
 

Master data

WKN: PE89U8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 73.11
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -6.11
Time value: 0.19
Break-even: 201.90
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 0.93
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.12
Theta: -0.02
Omega: 8.68
Rho: 0.08
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month  
+70.00%
3 Months  
+21.43%
YTD
  -32.00%
1 Year
  -15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.240 0.100
6M High / 6M Low: 0.300 0.084
High (YTD): 2024-03-08 0.300
Low (YTD): 2024-04-19 0.084
52W High: 2024-03-08 0.300
52W Low: 2023-10-30 0.058
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.159
Avg. volume 1Y:   0.000
Volatility 1M:   224.91%
Volatility 6M:   177.54%
Volatility 1Y:   181.92%
Volatility 3Y:   -