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BNP Paribas Call 100 A 20.12.2024/  DE000PN8YTG5  /

Frankfurt Zert./BNP
15/11/2024  21:50:22 Chg.-0.280 Bid21:59:37 Ask- Underlying Strike price Expiration date Option type
2.700EUR -9.40% 2.650
Bid Size: 4,200		 -
Ask Size: -		 Agilent Technologies 100.00 USD 20/12/2024 Call
 

Master data

WKN: PN8YTG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 20/12/2024
Issue date: 28/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.55
Leverage: Yes

Calculated values

Fair value: 2.60
Intrinsic value: 2.57
Implied volatility: 0.53
Historic volatility: 0.25
Parity: 2.57
Time value: 0.08
Break-even: 121.49
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.04
Omega: 4.29
Rho: 0.08
 

Quote data

Open: 2.880
High: 2.890
Low: 2.540
Previous Close: 2.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.64%
1 Month
  -27.22%
3 Months
  -30.59%
YTD
  -37.06%
1 Year  
+9.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.330 2.700
1M High / 1M Low: 3.770 2.700
6M High / 6M Low: 5.390 2.690
High (YTD): 20/05/2024 5.390
Low (YTD): 09/07/2024 2.690
52W High: 20/05/2024 5.390
52W Low: 17/11/2023 2.370
Avg. price 1W:   3.098
Avg. volume 1W:   0.000
Avg. price 1M:   3.298
Avg. volume 1M:   0.000
Avg. price 6M:   3.670
Avg. volume 6M:   0.000
Avg. price 1Y:   3.830
Avg. volume 1Y:   0.000
Volatility 1M:   100.25%
Volatility 6M:   86.51%
Volatility 1Y:   80.42%
Volatility 3Y:   -