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BNP Paribas Call 130 A 20.12.2024/  DE000PN2HTA6  /

EUWAX
7/17/2024  8:14:29 AM Chg.+0.29 Bid9:42:54 AM Ask9:42:54 AM Underlying Strike price Expiration date Option type
1.43EUR +25.44% 1.42
Bid Size: 2,950		 1.52
Ask Size: 2,950		 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: 8.61
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.56
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 0.56
Time value: 0.89
Break-even: 133.74
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.65
Theta: -0.04
Omega: 5.61
Rho: 0.29
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.24%
1 Month  
+25.44%
3 Months
  -25.13%
YTD
  -38.89%
1 Year  
+5.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 0.84
1M High / 1M Low: 1.45 0.84
6M High / 6M Low: 3.00 0.84
High (YTD): 5/21/2024 3.00
Low (YTD): 7/10/2024 0.84
52W High: 5/21/2024 3.00
52W Low: 10/30/2023 0.64
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   1.94
Avg. volume 6M:   0.00
Avg. price 1Y:   1.68
Avg. volume 1Y:   0.00
Volatility 1M:   138.64%
Volatility 6M:   127.74%
Volatility 1Y:   124.28%
Volatility 3Y:   -