BNP Paribas Call 100 A 17.01.2025
/ DE000PN8YTK7
BNP Paribas Call 100 A 17.01.2025/ DE000PN8YTK7 /
| 06/08/2024 08:55:34 |
Chg.-0.12 |
Bid19:56:28 |
Ask19:56:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.66EUR |
-3.17% |
3.89
Bid Size: 8,400 |
3.91
Ask Size: 8,400 |
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: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.33 |
| Intrinsic value: |
3.17 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.25 |
| Parity: |
3.17 |
| Time value: |
0.43 |
| Break-even: |
127.32 |
| Moneyness: |
1.35 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
2.99 |
| Rho: |
0.32 |
Quote data
| Open: |
3.66 |
| High: |
3.66 |
| Low: |
3.66 |
| Previous Close: |
3.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.17% |
| 1 Month |
|
|
+27.97% |
| 3 Months |
|
|
-10.29% |
| YTD |
|
|
-15.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.16 |
3.78 |
| 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: |
|
3.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.02% |
| Volatility 6M: |
|
83.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
