BNP Paribas Call 100 A 17.01.2025
/ DE000PN8YTK7
BNP Paribas Call 100 A 17.01.2025/ DE000PN8YTK7 /
| 8/5/2024 9:50:30 PM |
Chg.-0.400 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.500EUR |
-10.26% |
3.580
Bid Size: 2,250 |
3.600
Ask Size: 2,250 |
Agilent Technologies |
100.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN8YTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/28/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.58 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
3.58 |
| Time value: |
0.31 |
| Break-even: |
130.55 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
2.99 |
| Rho: |
0.35 |
Quote data
| Open: |
3.750 |
| High: |
3.770 |
| Low: |
3.500 |
| Previous Close: |
3.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.39% |
| 1 Month |
|
|
+22.81% |
| 3 Months |
|
|
-18.79% |
| YTD |
|
|
-19.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.300 |
3.500 |
| 1M High / 1M Low: |
4.300 |
2.740 |
| 6M High / 6M Low: |
5.440 |
2.740 |
| High (YTD): |
5/17/2024 |
5.440 |
| Low (YTD): |
7/9/2024 |
2.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.060 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.90% |
| Volatility 6M: |
|
78.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
