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BNP Paribas Call 170 A 20.12.2024/  DE000PE89U56  /

Frankfurt Zert./BNP
2024-05-23  9:20:43 PM Chg.-0.090 Bid9:34:09 PM Ask9:34:09 PM Underlying Strike price Expiration date Option type
0.710EUR -11.25% 0.710
Bid Size: 4,800		 0.720
Ask Size: 4,800		 Agilent Technologies 170.00 - 2024-12-20 Call
 

Master data

WKN: PE89U5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.65
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -2.88
Time value: 0.80
Break-even: 178.00
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.34
Theta: -0.04
Omega: 5.99
Rho: 0.23
 

Quote data

Open: 0.790
High: 0.800
Low: 0.700
Previous Close: 0.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.32%
1 Month  
+54.35%
3 Months  
+61.36%
YTD
  -1.39%
1 Year
  -16.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.800
1M High / 1M Low: 0.880 0.380
6M High / 6M Low: 0.910 0.330
High (YTD): 2024-03-07 0.910
Low (YTD): 2024-04-18 0.330
52W High: 2024-03-07 0.910
52W Low: 2023-10-30 0.130
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   0.598
Avg. volume 1M:   0.000
Avg. price 6M:   0.570
Avg. volume 6M:   0.000
Avg. price 1Y:   0.474
Avg. volume 1Y:   0.000
Volatility 1M:   178.54%
Volatility 6M:   154.89%
Volatility 1Y:   159.84%
Volatility 3Y:   -