BNP Paribas Call 110 A 20.12.2024
/ DE000PN8YTF7
BNP Paribas Call 110 A 20.12.2024/ DE000PN8YTF7 /
| 06/08/2024 08:55:34 |
Chg.-0.10 |
Bid19:11:24 |
Ask19:11:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
-3.40% |
3.03
Bid Size: 9,000 |
3.05
Ask Size: 9,000 |
Agilent Technologies |
110.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN8YTF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
2.26 |
| Time value: |
0.52 |
| Break-even: |
128.25 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
3.62 |
| Rho: |
0.27 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.74% |
| 1 Month |
|
|
+37.20% |
| 3 Months |
|
|
-12.62% |
| YTD |
|
|
-20.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.92 |
| 1M High / 1M Low: |
3.29 |
1.98 |
| 6M High / 6M Low: |
4.54 |
1.98 |
| High (YTD): |
21/05/2024 |
4.54 |
| Low (YTD): |
10/07/2024 |
1.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.44% |
| Volatility 6M: |
|
99.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
