BNP Paribas Call 120 A 19.12.2025
/ DE000PC1LW64
BNP Paribas Call 120 A 19.12.2025/ DE000PC1LW64 /
| 11/10/2024 17:35:23 |
Chg.+0.140 |
Bid11/10/2024 |
Ask11/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.410EUR |
+4.28% |
3.410
Bid Size: 9,200 |
3.430
Ask Size: 9,200 |
Agilent Technologies |
120.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1LW6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
2.08 |
| Time value: |
1.37 |
| Break-even: |
144.25 |
| Moneyness: |
1.19 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
2.89 |
| Rho: |
0.77 |
Quote data
| Open: |
3.250 |
| High: |
3.410 |
| Low: |
3.240 |
| Previous Close: |
3.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.16% |
| 1 Month |
|
|
+15.20% |
| 3 Months |
|
|
+25.83% |
| YTD |
|
|
-7.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.450 |
3.270 |
| 1M High / 1M Low: |
3.600 |
2.790 |
| 6M High / 6M Low: |
4.670 |
2.320 |
| High (YTD): |
20/05/2024 |
4.670 |
| Low (YTD): |
09/07/2024 |
2.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.70% |
| Volatility 6M: |
|
80.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
