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BNP Paribas Call 120 A 20.12.2024/  DE000PN5BBJ1  /

Frankfurt Zert./BNP
10/07/2024  10:50:33 Chg.+0.020 Bid11:08:31 Ask11:08:31 Underlying Strike price Expiration date Option type
1.340EUR +1.52% 1.410
Bid Size: 6,200		 1.510
Ask Size: 6,200		 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: 8.53
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.50
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 0.50
Time value: 0.86
Break-even: 124.56
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.65
Theta: -0.04
Omega: 5.54
Rho: 0.28
 

Quote data

Open: 1.340
High: 1.350
Low: 1.340
Previous Close: 1.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month
  -31.63%
3 Months
  -57.46%
YTD
  -54.11%
1 Year
  -25.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.430 1.320
1M High / 1M Low: 2.100 1.320
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:   1.398
Avg. volume 1W:   0.000
Avg. price 1M:   1.742
Avg. volume 1M:   0.000
Avg. price 6M:   2.576
Avg. volume 6M:   0.000
Avg. price 1Y:   2.214
Avg. volume 1Y:   0.000
Volatility 1M:   90.33%
Volatility 6M:   98.85%
Volatility 1Y:   103.43%
Volatility 3Y:   -