BNP Paribas Call 100 A 20.12.2024
/ DE000PN8YTG5
BNP Paribas Call 100 A 20.12.2024/ DE000PN8YTG5 /
| 11/10/2024 15:24:57 |
Chg.-0.14 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
-3.37% |
-
Bid Size: - |
-
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: |
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: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
4.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.16% |
| 1 Month |
|
|
+16.86% |
| 3 Months |
|
|
+26.42% |
| YTD |
|
|
-6.73% |
| 1 Year |
|
|
+74.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.21 |
4.02 |
| 1M High / 1M Low: |
4.44 |
3.44 |
| 6M High / 6M Low: |
5.37 |
2.72 |
| High (YTD): |
21/05/2024 |
5.37 |
| Low (YTD): |
10/07/2024 |
2.72 |
| 52W High: |
21/05/2024 |
5.37 |
| 52W Low: |
30/10/2023 |
1.72 |
| Avg. price 1W: |
|
4.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.71 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
68.46% |
| Volatility 6M: |
|
83.91% |
| Volatility 1Y: |
|
82.20% |
| Volatility 3Y: |
|
- |
