BNP Paribas Call 120 A 17.01.2025
/ DE000PN5BBK9
BNP Paribas Call 120 A 17.01.2025/ DE000PN5BBK9 /
7/10/2024 8:23:05 AM |
Chg.-0.07 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.42EUR |
-4.70% |
- Bid Size: - |
- Ask Size: - |
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: |
8.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.25 |
Parity: |
-0.40 |
Time value: |
1.45 |
Break-even: |
134.50 |
Moneyness: |
0.97 |
Premium: |
0.16 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.01 |
Spread %: |
0.69% |
Delta: |
0.55 |
Theta: |
-0.04 |
Omega: |
4.38 |
Rho: |
0.26 |
Quote data
Open: |
1.42 |
High: |
1.42 |
Low: |
1.42 |
Previous Close: |
1.49 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.05% |
1 Month |
|
|
-30.05% |
3 Months |
|
|
-57.86% |
YTD |
|
|
-52.67% |
1 Year |
|
|
-24.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.50 |
1.48 |
1M High / 1M Low: |
2.17 |
1.48 |
6M High / 6M Low: |
3.81 |
1.48 |
High (YTD): |
5/21/2024 |
3.81 |
Low (YTD): |
7/8/2024 |
1.48 |
52W High: |
5/21/2024 |
3.81 |
52W Low: |
10/30/2023 |
0.97 |
Avg. price 1W: |
|
1.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.64 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.28 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
76.36% |
Volatility 6M: |
|
101.68% |
Volatility 1Y: |
|
103.55% |
Volatility 3Y: |
|
- |