BNP Paribas Call 120 A 17.01.2025
/ DE000PN5BBK9
BNP Paribas Call 120 A 17.01.2025/ DE000PN5BBK9 /
| 01/08/2024 08:22:15 |
Chg.+0.14 |
Bid17:14:13 |
Ask17:14:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+5.81% |
2.63
Bid Size: 9,000 |
2.64
Ask Size: 9,000 |
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: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.25 |
| Parity: |
1.06 |
| Time value: |
1.50 |
| Break-even: |
145.60 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
3.45 |
| Rho: |
0.29 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.87% |
| 1 Month |
|
|
+45.71% |
| 3 Months |
|
|
-6.59% |
| YTD |
|
|
-15.00% |
| 1 Year |
|
|
+18.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
2.01 |
| 1M High / 1M Low: |
2.41 |
1.42 |
| 6M High / 6M Low: |
3.81 |
1.42 |
| High (YTD): |
21/05/2024 |
3.81 |
| Low (YTD): |
10/07/2024 |
1.42 |
| 52W High: |
21/05/2024 |
3.81 |
| 52W Low: |
30/10/2023 |
0.97 |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| 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: |
|
136.48% |
| Volatility 6M: |
|
111.99% |
| Volatility 1Y: |
|
107.71% |
| Volatility 3Y: |
|
- |
