BNP Paribas Call 120 A 17.01.2025
/ DE000PN5BBK9
BNP Paribas Call 120 A 17.01.2025/ DE000PN5BBK9 /
| 6/5/2024 9:50:32 PM |
Chg.+0.120 |
Bid9:58:48 PM |
Ask9:58:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+6.25% |
2.080
Bid Size: 3,100 |
2.090
Ask Size: 3,100 |
Agilent Technologies |
120.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PN5BBK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
6/27/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.24 |
| Parity: |
0.02 |
| Time value: |
1.87 |
| Break-even: |
138.90 |
| Moneyness: |
1.00 |
| Premium: |
0.16 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
3.81 |
| Rho: |
0.33 |
Quote data
| Open: |
1.910 |
| High: |
2.120 |
| Low: |
1.840 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.98% |
| 1 Month |
|
|
-23.31% |
| 3 Months |
|
|
-37.42% |
| YTD |
|
|
-31.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
1.920 |
| 1M High / 1M Low: |
3.840 |
1.920 |
| 6M High / 6M Low: |
3.840 |
1.920 |
| High (YTD): |
5/17/2024 |
3.840 |
| Low (YTD): |
6/4/2024 |
1.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.801 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.28% |
| Volatility 6M: |
|
95.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
