BNP Paribas Call 120 A 20.12.2024
/ DE000PN5BBJ1
BNP Paribas Call 120 A 20.12.2024/ DE000PN5BBJ1 /
| 2024-05-23 9:20:29 PM |
Chg.-0.190 |
Bid9:22:41 PM |
Ask9:22:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.430EUR |
-5.25% |
3.420
Bid Size: 8,200 |
3.440
Ask Size: 8,200 |
Agilent Technologies |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN5BBJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
3.04 |
| Time value: |
0.59 |
| Break-even: |
147.15 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.32 |
| Rho: |
0.49 |
Quote data
| Open: |
3.620 |
| High: |
3.630 |
| Low: |
3.410 |
| Previous Close: |
3.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.29% |
| 1 Month |
|
|
+27.99% |
| 3 Months |
|
|
+46.58% |
| YTD |
|
|
+17.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.770 |
3.620 |
| 1M High / 1M Low: |
3.770 |
2.440 |
| 6M High / 6M Low: |
3.770 |
1.930 |
| High (YTD): |
2024-05-20 |
3.770 |
| Low (YTD): |
2024-01-17 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.09% |
| Volatility 6M: |
|
82.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
