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BNP Paribas Call 200 A 20.12.2024/  DE000PE89U80  /

Frankfurt Zert./BNP
2024-05-23  9:20:33 PM Chg.-0.030 Bid9:35:25 PM Ask9:35:25 PM Underlying Strike price Expiration date Option type
0.180EUR -14.29% 0.190
Bid Size: 10,000		 0.200
Ask Size: 10,000		 Agilent Technologies 200.00 - 2024-12-20 Call
 

Master data

WKN: PE89U8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.19
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.24
Parity: -5.88
Time value: 0.22
Break-even: 202.20
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.13
Theta: -0.02
Omega: 8.48
Rho: 0.10
 

Quote data

Open: 0.210
High: 0.210
Low: 0.180
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month  
+50.00%
3 Months  
+28.57%
YTD
  -28.00%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.250 0.090
6M High / 6M Low: 0.310 0.087
High (YTD): 2024-03-07 0.310
Low (YTD): 2024-04-22 0.087
52W High: 2023-05-23 0.360
52W Low: 2023-10-30 0.038
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.178
Avg. volume 6M:   0.000
Avg. price 1Y:   0.159
Avg. volume 1Y:   0.000
Volatility 1M:   228.32%
Volatility 6M:   179.44%
Volatility 1Y:   193.77%
Volatility 3Y:   -