BNP Paribas Call 100 A 20.12.2024
/ DE000PN8YTG5
BNP Paribas Call 100 A 20.12.2024/ DE000PN8YTG5 /
| 7/9/2024 9:50:24 PM |
Chg.-0.110 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.690EUR |
-3.93% |
2.730
Bid Size: 4,800 |
2.740
Ask Size: 4,800 |
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: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.41 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
2.41 |
| Time value: |
0.39 |
| Break-even: |
120.33 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
3.58 |
| Rho: |
0.32 |
Quote data
| Open: |
2.790 |
| High: |
2.850 |
| Low: |
2.650 |
| Previous Close: |
2.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.27% |
| 1 Month |
|
|
-22.48% |
| 3 Months |
|
|
-42.52% |
| YTD |
|
|
-37.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
2.690 |
| 1M High / 1M Low: |
3.640 |
2.690 |
| 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: |
|
2.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.030 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.13% |
| Volatility 6M: |
|
72.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
