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BNP Paribas Call 120 A 20.12.2024/  DE000PN5BBJ1  /

Frankfurt Zert./BNP
8/2/2024  9:50:29 PM Chg.-0.330 Bid9:59:20 PM Ask9:59:20 PM Underlying Strike price Expiration date Option type
2.310EUR -12.50% 2.310
Bid Size: 4,800		 2.320
Ask Size: 4,800		 Agilent Technologies 120.00 USD 12/20/2024 Call
 

Master data

WKN: PN5BBJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 12/20/2024
Issue date: 6/27/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 1.75
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 1.75
Time value: 0.57
Break-even: 133.18
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.43%
Delta: 0.78
Theta: -0.04
Omega: 4.31
Rho: 0.29
 

Quote data

Open: 2.530
High: 2.530
Low: 2.090
Previous Close: 2.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.96%
1 Month  
+62.68%
3 Months
  -10.47%
YTD
  -20.89%
1 Year  
+1.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.640 2.190
1M High / 1M Low: 2.640 1.320
6M High / 6M Low: 3.770 1.320
High (YTD): 5/20/2024 3.770
Low (YTD): 7/9/2024 1.320
52W High: 5/20/2024 3.770
52W Low: 10/30/2023 0.890
Avg. price 1W:   2.404
Avg. volume 1W:   0.000
Avg. price 1M:   1.861
Avg. volume 1M:   0.000
Avg. price 6M:   2.535
Avg. volume 6M:   0.000
Avg. price 1Y:   2.207
Avg. volume 1Y:   0.000
Volatility 1M:   139.55%
Volatility 6M:   111.33%
Volatility 1Y:   107.43%
Volatility 3Y:   -