BNP Paribas Call 130 A 17.01.2025
/ DE000PN2HTB4
BNP Paribas Call 130 A 17.01.2025/ DE000PN2HTB4 /
7/9/2024 9:50:29 PM |
Chg.-0.070 |
Bid9:54:31 PM |
Ask9:54:31 PM |
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 |
1/17/2025 |
Call |
Master data
WKN: |
PN2HTB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
4/25/2023 |
Last trading day: |
1/16/2025 |
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): |
5/17/2024 |
3.110 |
Low (YTD): |
7/5/2024 |
0.980 |
52W High: |
5/17/2024 |
3.110 |
52W Low: |
10/30/2023 |
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: |
|
- |