BNP Paribas Call 100 A 20.12.2024
/ DE000PN8YTG5
BNP Paribas Call 100 A 20.12.2024/ DE000PN8YTG5 /
| 9/11/2024 2:50:29 PM |
Chg.-0.010 |
Bid2:59:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.560EUR |
-0.28% |
3.580
Bid Size: 4,100 |
-
Ask Size: - |
Agilent Technologies |
100.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN8YTG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
3.45 |
| Time value: |
0.12 |
| Break-even: |
126.44 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.05 |
| Spread %: |
-1.38% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
0.23 |
Quote data
| Open: |
3.570 |
| High: |
3.580 |
| Low: |
3.560 |
| Previous Close: |
3.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.84% |
| 1 Month |
|
|
-4.30% |
| 3 Months |
|
|
+5.01% |
| YTD |
|
|
-17.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.610 |
3.540 |
| 1M High / 1M Low: |
4.040 |
3.540 |
| 6M High / 6M Low: |
5.390 |
2.690 |
| High (YTD): |
5/20/2024 |
5.390 |
| Low (YTD): |
7/9/2024 |
2.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.959 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.58% |
| Volatility 6M: |
|
78.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
