BNP Paribas Call 100 A 17.01.2025
/ DE000PN8YTK7
BNP Paribas Call 100 A 17.01.2025/ DE000PN8YTK7 /
| 10/07/2024 21:50:37 |
Chg.+0.150 |
Bid21:58:56 |
Ask21:58:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
+5.47% |
2.920
Bid Size: 4,700 |
2.930
Ask Size: 4,700 |
Agilent Technologies |
100.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN8YTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
28/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
2.35 |
| Time value: |
0.45 |
| Break-even: |
120.47 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
3.52 |
| Rho: |
0.37 |
Quote data
| Open: |
2.770 |
| High: |
3.070 |
| Low: |
2.770 |
| Previous Close: |
2.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.70% |
| 1 Month |
|
|
-15.74% |
| 3 Months |
|
|
-39.16% |
| YTD |
|
|
-33.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.890 |
2.740 |
| 1M High / 1M Low: |
3.690 |
2.740 |
| 6M High / 6M Low: |
5.440 |
2.740 |
| High (YTD): |
17/05/2024 |
5.440 |
| Low (YTD): |
09/07/2024 |
2.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.068 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.73% |
| Volatility 6M: |
|
71.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
