BNP Paribas Call 130 A 17.01.2025
/ DE000PN2HTB4
BNP Paribas Call 130 A 17.01.2025/ DE000PN2HTB4 /
| 18/09/2024 08:16:43 |
Chg.+0.01 |
Bid13:40:32 |
Ask13:40:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+0.72% |
1.39
Bid Size: 5,600 |
1.49
Ask Size: 5,600 |
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: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.75 |
| Time value: |
0.64 |
| Break-even: |
130.78 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
6.16 |
| Rho: |
0.24 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.57% |
| 3 Months |
|
|
+2.21% |
| YTD |
|
|
-42.08% |
| 1 Year |
|
|
+19.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.28 |
| 1M High / 1M Low: |
1.80 |
1.28 |
| 6M High / 6M Low: |
3.08 |
0.93 |
| High (YTD): |
21/05/2024 |
3.08 |
| Low (YTD): |
10/07/2024 |
0.93 |
| 52W High: |
21/05/2024 |
3.08 |
| 52W Low: |
30/10/2023 |
0.68 |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.73% |
| Volatility 6M: |
|
132.10% |
| Volatility 1Y: |
|
125.29% |
| Volatility 3Y: |
|
- |
