BNP Paribas Call 100 A 17.01.2025
/ DE000PN8YTK7
BNP Paribas Call 100 A 17.01.2025/ DE000PN8YTK7 /
| 2024-05-23 9:20:42 PM |
Chg.-0.210 |
Bid9:34:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.070EUR |
-3.98% |
5.080
Bid Size: 7,400 |
-
Ask Size: - |
Agilent Technologies |
100.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN8YTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 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: |
2.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.12 |
| Intrinsic value: |
4.88 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
4.88 |
| Time value: |
0.43 |
| Break-even: |
145.48 |
| Moneyness: |
1.53 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.76% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
2.46 |
| Rho: |
0.51 |
Quote data
| Open: |
5.280 |
| High: |
5.290 |
| Low: |
5.060 |
| Previous Close: |
5.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.11% |
| 1 Month |
|
|
+19.86% |
| 3 Months |
|
|
+35.92% |
| YTD |
|
|
+17.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.440 |
5.280 |
| 1M High / 1M Low: |
5.440 |
3.950 |
| 6M High / 6M Low: |
5.440 |
3.140 |
| High (YTD): |
2024-05-17 |
5.440 |
| Low (YTD): |
2024-01-17 |
3.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.60% |
| Volatility 6M: |
|
61.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
