BNP Paribas Call 120 A 16.01.2026
/ DE000PC1LXA5
BNP Paribas Call 120 A 16.01.2026/ DE000PC1LXA5 /
9/9/2024 9:16:33 AM |
Chg.+0.02 |
Bid7:32:24 PM |
Ask7:32:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.00EUR |
+0.67% |
3.08 Bid Size: 10,200 |
3.09 Ask Size: 10,200 |
Agilent Technologies |
120.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1LXA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.55 |
Intrinsic value: |
1.55 |
Implied volatility: |
0.34 |
Historic volatility: |
0.24 |
Parity: |
1.55 |
Time value: |
1.43 |
Break-even: |
138.04 |
Moneyness: |
1.14 |
Premium: |
0.12 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.34% |
Delta: |
0.75 |
Theta: |
-0.02 |
Omega: |
3.09 |
Rho: |
0.84 |
Quote data
Open: |
3.00 |
High: |
3.00 |
Low: |
3.00 |
Previous Close: |
2.98 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.45% |
1 Month |
|
|
-4.76% |
3 Months |
|
|
+1.69% |
YTD |
|
|
-19.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.36 |
2.98 |
1M High / 1M Low: |
3.41 |
2.98 |
6M High / 6M Low: |
4.71 |
2.39 |
High (YTD): |
5/21/2024 |
4.71 |
Low (YTD): |
7/10/2024 |
2.39 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.45 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.15% |
Volatility 6M: |
|
80.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |