BNP Paribas Call 110 A 17.01.2025
/ DE000PN8YTJ9
BNP Paribas Call 110 A 17.01.2025/ DE000PN8YTJ9 /
| 2024-05-23 7:50:44 PM |
Chg.-0.140 |
Bid8:00:31 PM |
Ask8:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.330EUR |
-3.13% |
4.300
Bid Size: 7,800 |
4.320
Ask Size: 7,800 |
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: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.24 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
3.96 |
| Time value: |
0.51 |
| Break-even: |
146.32 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
2.83 |
| Rho: |
0.54 |
Quote data
| Open: |
4.470 |
| High: |
4.470 |
| Low: |
4.280 |
| Previous Close: |
4.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.66% |
| 1 Month |
|
|
+24.78% |
| 3 Months |
|
|
+42.90% |
| YTD |
|
|
+19.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.620 |
4.470 |
| 1M High / 1M Low: |
4.620 |
3.200 |
| 6M High / 6M Low: |
4.620 |
2.530 |
| High (YTD): |
2024-05-17 |
4.620 |
| Low (YTD): |
2024-01-17 |
2.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.71% |
| Volatility 6M: |
|
70.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
