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BNP Paribas Call 190 A 17.01.2025/  DE000PE89VF3  /

Frankfurt Zert./BNP
2024-05-23  9:20:31 PM Chg.-0.040 Bid9:24:19 PM Ask9:24:19 PM Underlying Strike price Expiration date Option type
0.360EUR -10.00% 0.360
Bid Size: 8,334		 0.370
Ask Size: 8,109		 Agilent Technologies 190.00 - 2025-01-17 Call
 

Master data

WKN: PE89VF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.44
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.24
Parity: -4.88
Time value: 0.41
Break-even: 194.10
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.21
Theta: -0.03
Omega: 7.12
Rho: 0.16
 

Quote data

Open: 0.400
High: 0.400
Low: 0.350
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.74%
1 Month  
+56.52%
3 Months  
+50.00%
YTD
  -12.20%
1 Year
  -32.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 0.460 0.190
6M High / 6M Low: 0.510 0.170
High (YTD): 2024-03-07 0.510
Low (YTD): 2024-04-22 0.170
52W High: 2023-05-23 0.530
52W Low: 2023-10-30 0.060
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.303
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   0.264
Avg. volume 1Y:   0.000
Volatility 1M:   214.05%
Volatility 6M:   163.60%
Volatility 1Y:   179.35%
Volatility 3Y:   -