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BNP Paribas Call 160 A 20.12.2024/  DE000PE89U49  /

Frankfurt Zert./BNP
2024-05-23  9:50:45 PM Chg.-0.110 Bid9:52:47 PM Ask9:52:47 PM Underlying Strike price Expiration date Option type
1.060EUR -9.40% 1.060
Bid Size: 2,831		 1.070
Ask Size: 2,804		 Agilent Technologies 160.00 - 2024-12-20 Call
 

Master data

WKN: PE89U4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.07
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -1.88
Time value: 1.17
Break-even: 171.70
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 0.86%
Delta: 0.43
Theta: -0.05
Omega: 5.19
Rho: 0.28
 

Quote data

Open: 1.160
High: 1.170
Low: 1.050
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.54%
1 Month  
+49.30%
3 Months  
+63.08%
YTD  
+6.00%
1 Year
  -4.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.170
1M High / 1M Low: 1.280 0.590
6M High / 6M Low: 1.280 0.520
High (YTD): 2024-05-17 1.280
Low (YTD): 2024-04-19 0.520
52W High: 2024-05-17 1.280
52W Low: 2023-10-30 0.200
Avg. price 1W:   1.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.894
Avg. volume 1M:   0.000
Avg. price 6M:   0.823
Avg. volume 6M:   37.097
Avg. price 1Y:   0.672
Avg. volume 1Y:   17.969
Volatility 1M:   154.55%
Volatility 6M:   139.15%
Volatility 1Y:   148.31%
Volatility 3Y:   -