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BNP Paribas Call 120 A 17.01.2025/  DE000PN5BBK9  /

Frankfurt Zert./BNP
11/15/2024  8:21:08 PM Chg.-0.220 Bid8:47:50 PM Ask8:47:50 PM Underlying Strike price Expiration date Option type
1.160EUR -15.94% 1.160
Bid Size: 11,600		 1.190
Ask Size: 11,600		 Agilent Technologies 120.00 - 1/17/2025 Call
 

Master data

WKN: PN5BBK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 1/17/2025
Issue date: 6/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.03
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.37
Implied volatility: 0.57
Historic volatility: 0.25
Parity: 0.37
Time value: 1.00
Break-even: 133.70
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.61
Theta: -0.09
Omega: 5.47
Rho: 0.11
 

Quote data

Open: 1.310
High: 1.310
Low: 1.060
Previous Close: 1.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.96%
1 Month
  -54.15%
3 Months
  -51.05%
YTD
  -61.07%
1 Year
  -21.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.380
1M High / 1M Low: 2.530 1.360
6M High / 6M Low: 3.840 1.360
High (YTD): 5/17/2024 3.840
Low (YTD): 10/25/2024 1.360
52W High: 5/17/2024 3.840
52W Low: 10/25/2024 1.360
Avg. price 1W:   1.626
Avg. volume 1W:   0.000
Avg. price 1M:   1.762
Avg. volume 1M:   0.000
Avg. price 6M:   2.186
Avg. volume 6M:   0.000
Avg. price 1Y:   2.417
Avg. volume 1Y:   0.000
Volatility 1M:   172.77%
Volatility 6M:   126.47%
Volatility 1Y:   112.30%
Volatility 3Y:   -