BNP Paribas Call 120 A 17.01.2025
/ DE000PN5BBK9
BNP Paribas Call 120 A 17.01.2025/ DE000PN5BBK9 /
| 2024-06-06 8:50:30 PM |
Chg.+0.050 |
Bid9:16:30 PM |
Ask9:16:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
+2.45% |
2.080
Bid Size: 6,400 |
2.090
Ask Size: 6,400 |
Agilent Technologies |
120.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PN5BBK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
0.28 |
| Time value: |
1.81 |
| Break-even: |
140.90 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
3.65 |
| Rho: |
0.34 |
Quote data
| Open: |
2.060 |
| High: |
2.110 |
| Low: |
2.010 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.73% |
| 1 Month |
|
|
-25.62% |
| 3 Months |
|
|
-38.35% |
| YTD |
|
|
-29.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.920 |
| 1M High / 1M Low: |
3.840 |
1.920 |
| 6M High / 6M Low: |
3.840 |
1.920 |
| High (YTD): |
2024-05-17 |
3.840 |
| Low (YTD): |
2024-06-04 |
1.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.800 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.78% |
| Volatility 6M: |
|
95.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
