BNP Paribas Call 130 A 20.12.2024
/ DE000PN2HTA6
BNP Paribas Call 130 A 20.12.2024/ DE000PN2HTA6 /
| 10/18/2024 8:18:33 AM |
Chg.-0.13 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-10.32% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.69 |
| Time value: |
0.48 |
| Break-even: |
131.75 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.69 |
| Theta: |
-0.06 |
| Omega: |
7.43 |
| Rho: |
0.13 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.10% |
| 1 Month |
|
|
-16.91% |
| 3 Months |
|
|
-4.24% |
| YTD |
|
|
-51.71% |
| 1 Year |
|
|
+20.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.13 |
| 1M High / 1M Low: |
1.95 |
1.13 |
| 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: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.71 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
180.96% |
| Volatility 6M: |
|
151.89% |
| Volatility 1Y: |
|
137.52% |
| Volatility 3Y: |
|
- |
