BNP Paribas Call 120 A 17.01.2025
/ DE000PN5BBK9
BNP Paribas Call 120 A 17.01.2025/ DE000PN5BBK9 /
02/08/2024 21:50:39 |
Chg.-0.330 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
2.390EUR |
-12.13% |
2.390 Bid Size: 4,800 |
2.400 Ask Size: 4,800 |
Agilent Technologies |
120.00 - |
17/01/2025 |
Call |
Master data
WKN: |
PN5BBK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
17/01/2025 |
Issue date: |
27/06/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.75 |
Intrinsic value: |
1.24 |
Implied volatility: |
0.56 |
Historic volatility: |
0.25 |
Parity: |
1.24 |
Time value: |
1.44 |
Break-even: |
146.80 |
Moneyness: |
1.10 |
Premium: |
0.11 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
0.37% |
Delta: |
0.69 |
Theta: |
-0.06 |
Omega: |
3.41 |
Rho: |
0.30 |
Quote data
Open: |
2.600 |
High: |
2.600 |
Low: |
2.170 |
Previous Close: |
2.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.75% |
1 Month |
|
|
+59.33% |
3 Months |
|
|
-10.15% |
YTD |
|
|
-19.80% |
1 Year |
|
|
+2.58% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.720 |
2.270 |
1M High / 1M Low: |
2.720 |
1.400 |
6M High / 6M Low: |
3.840 |
1.400 |
High (YTD): |
17/05/2024 |
3.840 |
Low (YTD): |
09/07/2024 |
1.400 |
52W High: |
17/05/2024 |
3.840 |
52W Low: |
30/10/2023 |
0.930 |
Avg. price 1W: |
|
2.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.940 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.607 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.272 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
132.32% |
Volatility 6M: |
|
107.16% |
Volatility 1Y: |
|
104.15% |
Volatility 3Y: |
|
- |