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BNP Paribas Call 130 A 20.12.2024/  DE000PN2HTA6  /

Frankfurt Zert./BNP
7/25/2024  7:21:06 PM Chg.+0.230 Bid7:40:18 PM Ask7:40:18 PM Underlying Strike price Expiration date Option type
1.550EUR +17.42% 1.550
Bid Size: 11,200		 1.560
Ask Size: 11,200		 Agilent Technologies 130.00 USD 12/20/2024 Call
 

Master data

WKN: PN2HTA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/20/2024
Issue date: 4/25/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.31
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 0.38
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 0.38
Time value: 0.95
Break-even: 133.25
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.63
Theta: -0.04
Omega: 5.83
Rho: 0.26
 

Quote data

Open: 1.320
High: 1.550
Low: 1.310
Previous Close: 1.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.05%
1 Month  
+8.39%
3 Months
  -15.30%
YTD
  -33.19%
1 Year
  -16.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 1.100
1M High / 1M Low: 1.430 0.830
6M High / 6M Low: 3.030 0.830
High (YTD): 5/17/2024 3.030
Low (YTD): 7/9/2024 0.830
52W High: 5/17/2024 3.030
52W Low: 10/30/2023 0.620
Avg. price 1W:   1.208
Avg. volume 1W:   0.000
Avg. price 1M:   1.112
Avg. volume 1M:   0.000
Avg. price 6M:   1.919
Avg. volume 6M:   0.000
Avg. price 1Y:   1.675
Avg. volume 1Y:   0.000
Volatility 1M:   181.16%
Volatility 6M:   131.18%
Volatility 1Y:   125.47%
Volatility 3Y:   -