BNP Paribas Call 180 ALD 17.01.2025
/ DE000PN4D1X8
BNP Paribas Call 180 ALD 17.01.20.../ DE000PN4D1X8 /
2025-01-14 8:27:46 AM |
Chg.+0.18 |
Bid9:23:57 AM |
Ask9:23:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.90EUR |
+4.84% |
3.94 Bid Size: 2,700 |
- Ask Size: - |
HONEYWELL INTL ... |
180.00 - |
2025-01-17 |
Call |
Master data
WKN: |
PN4D1X |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
HONEYWELL INTL DL1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-06-06 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.35 |
Intrinsic value: |
3.35 |
Implied volatility: |
2.09 |
Historic volatility: |
0.17 |
Parity: |
3.35 |
Time value: |
0.37 |
Break-even: |
217.20 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
7.24 |
Spread abs.: |
-0.12 |
Spread %: |
-3.13% |
Delta: |
0.84 |
Theta: |
-1.64 |
Omega: |
4.82 |
Rho: |
0.01 |
Quote data
Open: |
3.90 |
High: |
3.90 |
Low: |
3.90 |
Previous Close: |
3.72 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.47% |
1 Month |
|
|
-17.37% |
3 Months |
|
|
+10.17% |
YTD |
|
|
-17.72% |
1 Year |
|
|
+24.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.04 |
3.72 |
1M High / 1M Low: |
5.42 |
3.72 |
6M High / 6M Low: |
5.42 |
2.18 |
High (YTD): |
2025-01-06 |
4.63 |
Low (YTD): |
2025-01-13 |
3.72 |
52W High: |
2024-12-17 |
5.42 |
52W Low: |
2024-08-14 |
2.18 |
Avg. price 1W: |
|
3.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.48 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.23 |
Avg. volume 1Y: |
|
2.37 |
Volatility 1M: |
|
81.41% |
Volatility 6M: |
|
106.84% |
Volatility 1Y: |
|
94.90% |
Volatility 3Y: |
|
- |