BNP Paribas Call 100 A 17.01.2025
/ DE000PN8YTK7
BNP Paribas Call 100 A 17.01.2025/ DE000PN8YTK7 /
| 2024-06-25 9:50:41 PM |
Chg.-0.040 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.650EUR |
-1.08% |
3.640
Bid Size: 4,200 |
3.650
Ask Size: 4,200 |
Agilent Technologies |
100.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN8YTK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
3.27 |
| Time value: |
0.40 |
| Break-even: |
129.88 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.06 |
| Rho: |
0.43 |
Quote data
| Open: |
3.670 |
| High: |
3.730 |
| Low: |
3.640 |
| Previous Close: |
3.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.55% |
| 1 Month |
|
|
-27.58% |
| 3 Months |
|
|
-22.67% |
| YTD |
|
|
-15.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.690 |
3.420 |
| 1M High / 1M Low: |
5.050 |
3.230 |
| 6M High / 6M Low: |
5.440 |
3.230 |
| High (YTD): |
2024-05-17 |
5.440 |
| Low (YTD): |
2024-06-14 |
3.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.42% |
| Volatility 6M: |
|
73.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
