BNP Paribas Call 100 A 17.01.2025
/ DE000PN8YTK7
BNP Paribas Call 100 A 17.01.2025/ DE000PN8YTK7 /
| 07/08/2024 08:59:33 |
Chg.+0.10 |
Bid13:05:42 |
Ask13:05:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.76EUR |
+2.73% |
3.79
Bid Size: 4,300 |
3.89
Ask Size: 4,300 |
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: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
3.32 |
| Time value: |
0.39 |
| Break-even: |
128.63 |
| Moneyness: |
1.36 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
2.98 |
| Rho: |
0.33 |
Quote data
| Open: |
3.76 |
| High: |
3.76 |
| Low: |
3.76 |
| Previous Close: |
3.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.81% |
| 1 Month |
|
|
+31.47% |
| 3 Months |
|
|
-12.56% |
| YTD |
|
|
-13.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.16 |
3.66 |
| 1M High / 1M Low: |
4.16 |
2.77 |
| 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: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.03% |
| Volatility 6M: |
|
82.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
