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BNP Paribas Call 130 A 17.01.2025/  DE000PN2HTB4  /

Frankfurt Zert./BNP
2024-06-07  9:50:29 PM Chg.0.000 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
1.430EUR 0.00% 1.430
Bid Size: 2,700		 1.440
Ask Size: 2,700		 Agilent Technologies 130.00 USD 2025-01-17 Call
 

Master data

WKN: PN2HTB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.26
Implied volatility: 0.31
Historic volatility: 0.25
Parity: 0.26
Time value: 1.16
Break-even: 133.56
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.62
Theta: -0.03
Omega: 5.32
Rho: 0.38
 

Quote data

Open: 1.420
High: 1.450
Low: 1.370
Previous Close: 1.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.15%
1 Month
  -34.70%
3 Months
  -51.03%
YTD
  -40.17%
1 Year  
+1.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.450 1.350
1M High / 1M Low: 3.110 1.350
6M High / 6M Low: 3.110 1.350
High (YTD): 2024-05-17 3.110
Low (YTD): 2024-06-04 1.350
52W High: 2024-05-17 3.110
52W Low: 2023-10-30 0.650
Avg. price 1W:   1.396
Avg. volume 1W:   0.000
Avg. price 1M:   2.401
Avg. volume 1M:   0.000
Avg. price 6M:   2.194
Avg. volume 6M:   0.000
Avg. price 1Y:   1.777
Avg. volume 1Y:   0.000
Volatility 1M:   172.34%
Volatility 6M:   110.03%
Volatility 1Y:   112.88%
Volatility 3Y:   -