BNP Paribas Call 110 A 17.01.2025
/ DE000PN8YTJ9
BNP Paribas Call 110 A 17.01.2025/ DE000PN8YTJ9 /
| 2024-06-05 9:50:32 PM |
Chg.+0.140 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
+5.41% |
2.760
Bid Size: 3,900 |
2.780
Ask Size: 3,900 |
Agilent Technologies |
110.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN8YTJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
1.92 |
| Time value: |
0.66 |
| Break-even: |
126.89 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
3.73 |
| Rho: |
0.44 |
Quote data
| Open: |
2.580 |
| High: |
2.810 |
| Low: |
2.500 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.72% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
-31.06% |
| YTD |
|
|
-24.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
2.580 |
| 1M High / 1M Low: |
4.620 |
2.580 |
| 6M High / 6M Low: |
4.620 |
2.580 |
| High (YTD): |
2024-05-17 |
4.620 |
| Low (YTD): |
2024-05-31 |
2.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.82% |
| Volatility 6M: |
|
82.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
