OverviewChartNewsTraderScreen

BNP Paribas Call 120 A 20.12.2024/  DE000PN5BBJ1  /

Frankfurt Zert./BNP
09/09/2024  11:50:33 Chg.+0.040 Bid09/09/2024 Ask09/09/2024 Underlying Strike price Expiration date Option type
2.000EUR +2.04% 2.000
Bid Size: 4,700		 2.120
Ask Size: 4,700		 Agilent Technologies 120.00 USD 20/12/2024 Call
 

Master data

WKN: PN5BBJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/12/2024
Issue date: 27/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.31
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.55
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 1.55
Time value: 0.41
Break-even: 127.84
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.80
Theta: -0.04
Omega: 5.04
Rho: 0.22
 

Quote data

Open: 1.960
High: 2.000
Low: 1.960
Previous Close: 1.960
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.97%
1 Month
  -9.09%
3 Months  
+3.09%
YTD
  -31.51%
1 Year  
+27.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.380 1.960
1M High / 1M Low: 2.380 1.960
6M High / 6M Low: 3.770 1.320
High (YTD): 20/05/2024 3.770
Low (YTD): 09/07/2024 1.320
52W High: 20/05/2024 3.770
52W Low: 30/10/2023 0.890
Avg. price 1W:   2.080
Avg. volume 1W:   0.000
Avg. price 1M:   2.196
Avg. volume 1M:   0.000
Avg. price 6M:   2.445
Avg. volume 6M:   0.000
Avg. price 1Y:   2.221
Avg. volume 1Y:   0.000
Volatility 1M:   78.74%
Volatility 6M:   111.56%
Volatility 1Y:   109.41%
Volatility 3Y:   -