BNP Paribas Call 120 A 17.01.2025
/ DE000PN5BBK9
BNP Paribas Call 120 A 17.01.2025/ DE000PN5BBK9 /
| 2024-08-05 8:14:30 AM |
Chg.-0.32 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
-12.31% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
120.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PN5BBK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.25 |
| Parity: |
0.74 |
| Time value: |
1.66 |
| Break-even: |
144.00 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.65 |
| Theta: |
-0.06 |
| Omega: |
3.46 |
| Rho: |
0.27 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.33% |
| 1 Month |
|
|
+52.00% |
| 3 Months |
|
|
-12.64% |
| YTD |
|
|
-24.00% |
| 1 Year |
|
|
-4.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.60 |
2.25 |
| 1M High / 1M Low: |
2.60 |
1.42 |
| 6M High / 6M Low: |
3.81 |
1.42 |
| High (YTD): |
2024-05-21 |
3.81 |
| Low (YTD): |
2024-07-10 |
1.42 |
| 52W High: |
2024-05-21 |
3.81 |
| 52W Low: |
2023-10-30 |
0.97 |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
142.96% |
| Volatility 6M: |
|
113.62% |
| Volatility 1Y: |
|
107.74% |
| Volatility 3Y: |
|
- |
