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BNP Paribas Call 200 A 17.01.2025/  DE000PE89VG1  /

Frankfurt Zert./BNP
2024-06-07  9:50:31 AM Chg.0.000 Bid10:03:06 AM Ask10:03:06 AM Underlying Strike price Expiration date Option type
0.049EUR 0.00% 0.048
Bid Size: 10,000		 0.150
Ask Size: 10,000		 Agilent Technologies 200.00 - 2025-01-17 Call
 

Master data

WKN: PE89VG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 134.01
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.25
Parity: -7.81
Time value: 0.09
Break-even: 200.91
Moneyness: 0.61
Premium: 0.65
Premium p.a.: 1.26
Spread abs.: 0.04
Spread %: 85.71%
Delta: 0.07
Theta: -0.01
Omega: 8.87
Rho: 0.04
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.049
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.26%
1 Month
  -67.33%
3 Months
  -86.39%
YTD
  -83.10%
1 Year
  -71.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.042
1M High / 1M Low: 0.300 0.042
6M High / 6M Low: 0.360 0.042
High (YTD): 2024-03-07 0.360
Low (YTD): 2024-06-04 0.042
52W High: 2024-03-07 0.360
52W Low: 2023-11-02 0.040
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   323.98%
Volatility 6M:   208.06%
Volatility 1Y:   206.74%
Volatility 3Y:   -