BNP Paribas Call 130 A 17.01.2025
/ DE000PN2HTB4
BNP Paribas Call 130 A 17.01.2025/ DE000PN2HTB4 /
2024-05-24 9:50:27 PM |
Chg.-0.030 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.760EUR |
-1.08% |
2.790 Bid Size: 3,000 |
2.810 Ask Size: 3,000 |
Agilent Technologies |
130.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PN2HTB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-04-25 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.42 |
Intrinsic value: |
1.90 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
1.90 |
Time value: |
0.91 |
Break-even: |
147.95 |
Moneyness: |
1.16 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.72% |
Delta: |
0.77 |
Theta: |
-0.03 |
Omega: |
3.81 |
Rho: |
0.51 |
Quote data
Open: |
2.790 |
High: |
2.800 |
Low: |
2.710 |
Previous Close: |
2.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.25% |
1 Month |
|
|
+37.31% |
3 Months |
|
|
+53.33% |
YTD |
|
|
+15.48% |
1 Year |
|
|
+59.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.100 |
2.760 |
1M High / 1M Low: |
3.110 |
1.910 |
6M High / 6M Low: |
3.110 |
1.590 |
High (YTD): |
2024-05-17 |
3.110 |
Low (YTD): |
2024-01-17 |
1.660 |
52W High: |
2024-05-17 |
3.110 |
52W Low: |
2023-10-30 |
0.650 |
Avg. price 1W: |
|
2.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.563 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.193 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.770 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
88.18% |
Volatility 6M: |
|
92.08% |
Volatility 1Y: |
|
105.28% |
Volatility 3Y: |
|
- |