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BNP Paribas Call 130 A 17.01.2025/  DE000PN2HTB4  /

EUWAX
11/13/2024  8:15:47 AM Chg.-0.030 Bid10:11:11 AM Ask10:11:11 AM Underlying Strike price Expiration date Option type
0.930EUR -3.13% 0.940
Bid Size: 6,300		 1.040
Ask Size: 6,300		 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: 12.98
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.35
Implied volatility: 0.36
Historic volatility: 0.25
Parity: 0.35
Time value: 0.62
Break-even: 132.15
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.62
Theta: -0.06
Omega: 8.00
Rho: 0.12
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.960
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.64%
1 Month
  -43.29%
3 Months
  -40.00%
YTD
  -61.25%
1 Year  
+9.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.650 0.960
1M High / 1M Low: 1.760 0.810
6M High / 6M Low: 3.080 0.810
High (YTD): 5/21/2024 3.080
Low (YTD): 11/1/2024 0.810
52W High: 5/21/2024 3.080
52W Low: 11/1/2024 0.810
Avg. price 1W:   1.250
Avg. volume 1W:   0.000
Avg. price 1M:   1.180
Avg. volume 1M:   0.000
Avg. price 6M:   1.575
Avg. volume 6M:   0.000
Avg. price 1Y:   1.808
Avg. volume 1Y:   0.000
Volatility 1M:   316.13%
Volatility 6M:   181.25%
Volatility 1Y:   151.36%
Volatility 3Y:   -