BNP Paribas Call 110 A 20.12.2024
/ DE000PN8YTF7
BNP Paribas Call 110 A 20.12.2024/ DE000PN8YTF7 /
| 9/26/2024 8:58:21 AM |
Chg.-0.12 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
-4.04% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
110.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN8YTF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.73 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.24 |
| Parity: |
2.65 |
| Time value: |
0.46 |
| Break-even: |
129.93 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.30 |
| Spread %: |
10.68% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
3.35 |
| Rho: |
0.17 |
Quote data
| Open: |
2.85 |
| High: |
2.85 |
| Low: |
2.85 |
| Previous Close: |
2.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.32% |
| 1 Month |
|
|
-4.68% |
| 3 Months |
|
|
+9.62% |
| YTD |
|
|
-20.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.01 |
2.85 |
| 1M High / 1M Low: |
3.18 |
2.61 |
| 6M High / 6M Low: |
4.54 |
1.98 |
| High (YTD): |
5/21/2024 |
4.54 |
| Low (YTD): |
7/10/2024 |
1.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.31% |
| Volatility 6M: |
|
97.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
