BNP Paribas Call 100 A 20.12.2024
/ DE000PN8YTG5
BNP Paribas Call 100 A 20.12.2024/ DE000PN8YTG5 /
| 2024-09-26 9:50:24 PM |
Chg.+0.570 |
Bid9:59:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.230EUR |
+15.57% |
4.280
Bid Size: 1,266 |
-
Ask Size: - |
Agilent Technologies |
100.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8YTG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.24 |
| Parity: |
3.54 |
| Time value: |
0.27 |
| Break-even: |
127.95 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
4.10% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
2.97 |
| Rho: |
0.17 |
Quote data
| Open: |
3.700 |
| High: |
4.230 |
| Low: |
3.690 |
| Previous Close: |
3.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.59% |
| 1 Month |
|
|
+10.16% |
| 3 Months |
|
|
+23.32% |
| YTD |
|
|
-1.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.860 |
3.660 |
| 1M High / 1M Low: |
4.040 |
3.410 |
| 6M High / 6M Low: |
5.390 |
2.690 |
| High (YTD): |
2024-05-20 |
5.390 |
| Low (YTD): |
2024-07-09 |
2.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.859 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.71% |
| Volatility 6M: |
|
79.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
