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: |
|
- |