BNP Paribas Call 120 A 19.12.2025
/ DE000PC1LW64
BNP Paribas Call 120 A 19.12.2025/ DE000PC1LW64 /
7/9/2024 1:21:03 PM |
Chg.+0.020 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
2.430EUR |
+0.83% |
2.430 Bid Size: 6,000 |
2.530 Ask Size: 6,000 |
Agilent Technologies |
120.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC1LW6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
12/11/2023 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.95 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
0.56 |
Time value: |
1.85 |
Break-even: |
134.90 |
Moneyness: |
1.05 |
Premium: |
0.16 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.42% |
Delta: |
0.68 |
Theta: |
-0.02 |
Omega: |
3.26 |
Rho: |
0.79 |
Quote data
Open: |
2.410 |
High: |
2.440 |
Low: |
2.400 |
Previous Close: |
2.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.41% |
1 Month |
|
|
-17.35% |
3 Months |
|
|
-41.45% |
YTD |
|
|
-33.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.440 |
2.410 |
1M High / 1M Low: |
3.090 |
2.410 |
6M High / 6M Low: |
4.670 |
2.410 |
High (YTD): |
5/20/2024 |
4.670 |
Low (YTD): |
7/8/2024 |
2.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.422 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.768 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.485 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.28% |
Volatility 6M: |
|
70.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |