BNP Paribas Call 100 A 17.01.2025
/ DE000PN8YTK7
BNP Paribas Call 100 A 17.01.2025/ DE000PN8YTK7 /
| 11/09/2024 09:04:19 |
Chg.-0.01 |
Bid19:57:23 |
Ask19:57:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
-0.28% |
3.57
Bid Size: 8,400 |
-
Ask Size: - |
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: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
3.45 |
| Time value: |
0.17 |
| Break-even: |
126.94 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.05 |
| Spread %: |
-1.36% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.29 |
| Rho: |
0.29 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.90% |
| 1 Month |
|
|
-2.95% |
| 3 Months |
|
|
+3.72% |
| YTD |
|
|
-16.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.69 |
3.62 |
| 1M High / 1M Low: |
4.08 |
3.62 |
| 6M High / 6M Low: |
5.41 |
2.77 |
| High (YTD): |
21/05/2024 |
5.41 |
| Low (YTD): |
10/07/2024 |
2.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.81% |
| Volatility 6M: |
|
79.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
