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BNP Paribas Call 100 A 20.12.2024/  DE000PN8YTG5  /

Frankfurt Zert./BNP
2024-10-11  9:50:32 PM Chg.+0.090 Bid9:59:57 PM Ask- Underlying Strike price Expiration date Option type
4.130EUR +2.23% 4.110
Bid Size: 3,800		 -
Ask Size: -		 Agilent Technologies 100.00 USD 2024-12-20 Call
 

Master data

WKN: PN8YTG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 4.06
Intrinsic value: 4.01
Implied volatility: 0.51
Historic volatility: 0.24
Parity: 4.01
Time value: 0.10
Break-even: 132.55
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.02
Omega: 3.08
Rho: 0.16
 

Quote data

Open: 4.020
High: 4.200
Low: 4.010
Previous Close: 4.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.36%
1 Month  
+21.11%
3 Months  
+25.15%
YTD
  -3.73%
1 Year  
+84.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.230 4.040
1M High / 1M Low: 4.420 3.410
6M High / 6M Low: 5.390 2.690
High (YTD): 2024-05-20 5.390
Low (YTD): 2024-07-09 2.690
52W High: 2024-05-20 5.390
52W Low: 2023-10-30 1.700
Avg. price 1W:   4.146
Avg. volume 1W:   0.000
Avg. price 1M:   3.969
Avg. volume 1M:   0.000
Avg. price 6M:   3.828
Avg. volume 6M:   0.000
Avg. price 1Y:   3.708
Avg. volume 1Y:   0.000
Volatility 1M:   72.62%
Volatility 6M:   81.23%
Volatility 1Y:   80.26%
Volatility 3Y:   -