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BNP Paribas Call 130 A 17.01.2025/  DE000PN2HTB4  /

Frankfurt Zert./BNP
09/07/2024  21:50:29 Chg.-0.070 Bid21:54:31 Ask21:54:31 Underlying Strike price Expiration date Option type
0.920EUR -7.07% 0.940
Bid Size: 8,300		 0.950
Ask Size: 8,300		 Agilent Technologies 130.00 USD 17/01/2025 Call
 

Master data

WKN: PN2HTB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 17/01/2025
Issue date: 25/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.76
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -0.36
Time value: 0.99
Break-even: 129.93
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.52
Theta: -0.03
Omega: 6.17
Rho: 0.27
 

Quote data

Open: 0.980
High: 1.010
Low: 0.900
Previous Close: 0.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.07%
1 Month
  -35.66%
3 Months
  -65.67%
YTD
  -61.51%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.980
1M High / 1M Low: 1.560 0.980
6M High / 6M Low: 3.110 0.980
High (YTD): 17/05/2024 3.110
Low (YTD): 05/07/2024 0.980
52W High: 17/05/2024 3.110
52W Low: 30/10/2023 0.650
Avg. price 1W:   0.990
Avg. volume 1W:   0.000
Avg. price 1M:   1.276
Avg. volume 1M:   0.000
Avg. price 6M:   2.048
Avg. volume 6M:   0.000
Avg. price 1Y:   1.761
Avg. volume 1Y:   0.000
Volatility 1M:   106.64%
Volatility 6M:   110.72%
Volatility 1Y:   114.69%
Volatility 3Y:   -