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BNP Paribas Call 170 A 17.01.2025/  DE000PE89VD8  /

Frankfurt Zert./BNP
2024-05-27  2:50:34 PM Chg.0.000 Bid3:01:06 PM Ask3:01:06 PM Underlying Strike price Expiration date Option type
0.780EUR 0.00% 0.780
Bid Size: 3,847		 0.890
Ask Size: 3,371		 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: 17.15
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -3.11
Time value: 0.81
Break-even: 178.10
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.34
Theta: -0.04
Omega: 5.76
Rho: 0.25
 

Quote data

Open: 0.790
High: 0.790
Low: 0.780
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.59%
1 Month  
+62.50%
3 Months  
+50.00%
YTD     0.00%
1 Year  
+36.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.780
1M High / 1M Low: 0.980 0.440
6M High / 6M Low: 0.990 0.390
High (YTD): 2024-03-07 0.990
Low (YTD): 2024-04-18 0.390
52W High: 2024-03-07 0.990
52W Low: 2023-10-30 0.140
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   0.641
Avg. volume 6M:   0.000
Avg. price 1Y:   0.524
Avg. volume 1Y:   0.000
Volatility 1M:   169.09%
Volatility 6M:   146.23%
Volatility 1Y:   152.78%
Volatility 3Y:   -