BNP Paribas Call 100 A 17.01.2025
/ DE000PN8YTK7
BNP Paribas Call 100 A 17.01.2025/ DE000PN8YTK7 /
20/06/2024 21:50:44 |
Chg.+0.060 |
Bid21:58:38 |
Ask21:58:38 |
Underlying |
Strike price |
Expiration date |
Option type |
3.480EUR |
+1.75% |
3.460 Bid Size: 4,400 |
3.480 Ask Size: 4,400 |
Agilent Technologies |
100.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PN8YTK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
28/09/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.48 |
Intrinsic value: |
3.25 |
Implied volatility: |
0.25 |
Historic volatility: |
0.25 |
Parity: |
3.25 |
Time value: |
0.23 |
Break-even: |
127.85 |
Moneyness: |
1.35 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.08 |
Spread %: |
2.35% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
3.47 |
Rho: |
0.50 |
Quote data
Open: |
3.510 |
High: |
3.620 |
Low: |
3.470 |
Previous Close: |
3.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.45% |
1 Month |
|
|
-35.91% |
3 Months |
|
|
-28.25% |
YTD |
|
|
-19.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.630 |
3.230 |
1M High / 1M Low: |
5.430 |
3.230 |
6M High / 6M Low: |
5.440 |
3.230 |
High (YTD): |
17/05/2024 |
5.440 |
Low (YTD): |
14/06/2024 |
3.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.995 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.172 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.07% |
Volatility 6M: |
|
72.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |