BNP Paribas Call 120 A 20.12.2024
/ DE000PN5BBJ1
BNP Paribas Call 120 A 20.12.2024/ DE000PN5BBJ1 /
| 2024-05-27 4:20:22 PM |
Chg.0.000 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.400EUR |
0.00% |
3.400
Bid Size: 4,100 |
3.420
Ask Size: 4,100 |
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: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
2.83 |
| Time value: |
0.62 |
| Break-even: |
145.13 |
| Moneyness: |
1.26 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.39 |
| Rho: |
0.47 |
Quote data
| Open: |
3.430 |
| High: |
3.430 |
| Low: |
3.390 |
| Previous Close: |
3.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.81% |
| 1 Month |
|
|
+32.81% |
| 3 Months |
|
|
+42.26% |
| YTD |
|
|
+16.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.770 |
3.400 |
| 1M High / 1M Low: |
3.770 |
2.440 |
| 6M High / 6M Low: |
3.770 |
2.000 |
| High (YTD): |
2024-05-20 |
3.770 |
| Low (YTD): |
2024-01-17 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.724 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.08% |
| Volatility 6M: |
|
82.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
