BNP Paribas Call 110 A 20.12.2024
/ DE000PN8YTF7
BNP Paribas Call 110 A 20.12.2024/ DE000PN8YTF7 /
| 2024-07-10 9:00:45 AM |
Chg.-0.06 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
-2.94% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
110.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8YTF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.43 |
| Time value: |
0.57 |
| Break-even: |
121.72 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
4.47 |
| Rho: |
0.31 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
2.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-51.11% |
| YTD |
|
|
-44.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
2.04 |
| 1M High / 1M Low: |
2.82 |
2.04 |
| 6M High / 6M Low: |
4.54 |
2.04 |
| High (YTD): |
2024-05-21 |
4.54 |
| Low (YTD): |
2024-07-09 |
2.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.86% |
| Volatility 6M: |
|
89.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
