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BNP Paribas Call 170 A 17.01.2025/  DE000PE89VD8  /

Frankfurt Zert./BNP
2024-06-06  7:50:41 PM Chg.+0.010 Bid7:53:10 PM Ask7:53:10 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.230
Bid Size: 10,000		 0.240
Ask Size: 10,000		 Agilent Technologies 170.00 - 2025-01-17 Call
 

Master data

WKN: PE89VD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.18
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -4.72
Time value: 0.24
Break-even: 172.40
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.16
Theta: -0.02
Omega: 8.05
Rho: 0.10
 

Quote data

Open: 0.230
High: 0.240
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -58.18%
3 Months
  -74.73%
YTD
  -70.51%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.980 0.200
6M High / 6M Low: 0.990 0.200
High (YTD): 2024-03-07 0.990
Low (YTD): 2024-06-04 0.200
52W High: 2024-03-07 0.990
52W Low: 2023-10-30 0.140
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.661
Avg. volume 1M:   0.000
Avg. price 6M:   0.633
Avg. volume 6M:   0.000
Avg. price 1Y:   0.521
Avg. volume 1Y:   0.000
Volatility 1M:   274.73%
Volatility 6M:   172.47%
Volatility 1Y:   165.33%
Volatility 3Y:   -