BNP Paribas Call 110 A 17.01.2025
/ DE000PN8YTJ9
BNP Paribas Call 110 A 17.01.2025/ DE000PN8YTJ9 /
02/08/2024 21:50:28 |
Chg.-0.380 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
3.110EUR |
-10.89% |
3.110 Bid Size: 4,400 |
3.120 Ask Size: 4,400 |
Agilent Technologies |
110.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PN8YTJ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
28/09/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.25 |
Intrinsic value: |
3.05 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
3.05 |
Time value: |
0.36 |
Break-even: |
136.08 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.29% |
Delta: |
0.89 |
Theta: |
-0.03 |
Omega: |
3.46 |
Rho: |
0.39 |
Quote data
Open: |
3.360 |
High: |
3.360 |
Low: |
2.860 |
Previous Close: |
3.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.36% |
1 Month |
|
|
+46.01% |
3 Months |
|
|
-7.44% |
YTD |
|
|
-14.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.490 |
2.990 |
1M High / 1M Low: |
3.490 |
2.020 |
6M High / 6M Low: |
4.620 |
2.020 |
High (YTD): |
17/05/2024 |
4.620 |
Low (YTD): |
09/07/2024 |
2.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.628 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.302 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.35% |
Volatility 6M: |
|
90.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |