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BNP Paribas Call 110 A 17.01.2025/  DE000PN8YTJ9  /

Frankfurt Zert./BNP
11/15/2024  9:50:33 PM Chg.-0.250 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.900EUR -11.63% 1.860
Bid Size: 4,800		 1.890
Ask Size: 4,800		 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: 6.39
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.62
Implied volatility: 0.43
Historic volatility: 0.25
Parity: 1.62
Time value: 0.27
Break-even: 123.39
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 1.61%
Delta: 0.83
Theta: -0.05
Omega: 5.28
Rho: 0.14
 

Quote data

Open: 2.070
High: 2.070
Low: 1.760
Previous Close: 2.150
Turnover: 1,576
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.30%
1 Month
  -29.63%
3 Months
  -39.30%
YTD
  -47.51%
1 Year  
+1.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.480 1.900
1M High / 1M Low: 2.930 1.900
6M High / 6M Low: 4.620 1.900
High (YTD): 5/17/2024 4.620
Low (YTD): 11/15/2024 1.900
52W High: 5/17/2024 4.620
52W Low: 11/17/2023 1.880
Avg. price 1W:   2.268
Avg. volume 1W:   160
Avg. price 1M:   2.462
Avg. volume 1M:   72.727
Avg. price 6M:   2.893
Avg. volume 6M:   12.214
Avg. price 1Y:   3.117
Avg. volume 1Y:   6.275
Volatility 1M:   129.59%
Volatility 6M:   103.30%
Volatility 1Y:   93.71%
Volatility 3Y:   -