BNP Paribas Call 110 A 17.01.2025
/ DE000PN8YTJ9
BNP Paribas Call 110 A 17.01.2025/ DE000PN8YTJ9 /
| 9/9/2024 11:50:40 AM |
Chg.+0.040 |
Bid11:52:11 AM |
Ask11:52:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.840EUR |
+1.43% |
2.830
Bid Size: 4,400 |
2.950
Ask Size: 4,400 |
Agilent Technologies |
110.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN8YTJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/28/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.45 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
2.45 |
| Time value: |
0.34 |
| Break-even: |
127.12 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
3.85 |
| Rho: |
0.28 |
Quote data
| Open: |
2.790 |
| High: |
2.840 |
| Low: |
2.790 |
| Previous Close: |
2.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.62% |
| 1 Month |
|
|
-5.33% |
| 3 Months |
|
|
+4.41% |
| YTD |
|
|
-21.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.250 |
2.800 |
| 1M High / 1M Low: |
3.250 |
2.800 |
| 6M High / 6M Low: |
4.620 |
2.020 |
| High (YTD): |
5/17/2024 |
4.620 |
| Low (YTD): |
7/9/2024 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.024 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.73% |
| Volatility 6M: |
|
90.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
