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BNP Paribas Call 120 A 20.12.2024/  DE000PN5BBJ1  /

Frankfurt Zert./BNP
2024-11-15  9:50:23 PM Chg.-0.210 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
1.060EUR -16.54% 1.020
Bid Size: 5,700		 1.050
Ask Size: 5,700		 Agilent Technologies 120.00 USD 2024-12-20 Call
 

Master data

WKN: PN5BBJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-12-20
Issue date: 2023-06-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.50
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.67
Implied volatility: 0.45
Historic volatility: 0.25
Parity: 0.67
Time value: 0.38
Break-even: 124.48
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 2.94%
Delta: 0.69
Theta: -0.09
Omega: 7.98
Rho: 0.07
 

Quote data

Open: 1.200
High: 1.210
Low: 0.940
Previous Close: 1.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -39.77%
1 Month
  -47.26%
3 Months
  -54.11%
YTD
  -63.70%
1 Year
  -26.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.580 1.060
1M High / 1M Low: 2.050 1.060
6M High / 6M Low: 3.770 1.060
High (YTD): 2024-05-20 3.770
Low (YTD): 2024-11-15 1.060
52W High: 2024-05-20 3.770
52W Low: 2024-11-15 1.060
Avg. price 1W:   1.390
Avg. volume 1W:   0.000
Avg. price 1M:   1.611
Avg. volume 1M:   0.000
Avg. price 6M:   2.087
Avg. volume 6M:   0.000
Avg. price 1Y:   2.344
Avg. volume 1Y:   0.000
Volatility 1M:   184.78%
Volatility 6M:   135.62%
Volatility 1Y:   118.41%
Volatility 3Y:   -