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BNP Paribas Call 160 A 17.01.2025/  DE000PE89VC0  /

Frankfurt Zert./BNP
2024-06-06  9:50:21 PM Chg.-0.010 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.360
Bid Size: 8,334		 0.370
Ask Size: 8,109		 Agilent Technologies 160.00 - 2025-01-17 Call
 

Master data

WKN: PE89VC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.71
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -3.72
Time value: 0.40
Break-even: 164.00
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.23
Theta: -0.03
Omega: 7.08
Rho: 0.15
 

Quote data

Open: 0.380
High: 0.400
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -54.32%
3 Months
  -70.16%
YTD
  -65.42%
1 Year
  -40.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 1.380 0.340
6M High / 6M Low: 1.380 0.340
High (YTD): 2024-05-17 1.380
Low (YTD): 2024-06-04 0.340
52W High: 2024-05-17 1.380
52W Low: 2023-10-30 0.210
Avg. price 1W:   0.364
Avg. volume 1W:   0.000
Avg. price 1M:   0.961
Avg. volume 1M:   0.000
Avg. price 6M:   0.897
Avg. volume 6M:   0.000
Avg. price 1Y:   0.728
Avg. volume 1Y:   0.000
Volatility 1M:   252.93%
Volatility 6M:   156.46%
Volatility 1Y:   153.32%
Volatility 3Y:   -