BNP Paribas Call 100 A 20.12.2024
/ DE000PN8YTG5
BNP Paribas Call 100 A 20.12.2024/ DE000PN8YTG5 /
| 2024-06-24 8:59:27 AM |
Chg.+0.05 |
Bid6:03:12 PM |
Ask6:03:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.46EUR |
+1.47% |
3.81
Bid Size: 8,200 |
3.82
Ask Size: 8,200 |
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: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
3.11 |
| Time value: |
0.37 |
| Break-even: |
128.36 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
3.19 |
| Rho: |
0.37 |
Quote data
| Open: |
3.46 |
| High: |
3.46 |
| Low: |
3.46 |
| Previous Close: |
3.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.81% |
| 1 Month |
|
|
-31.35% |
| 3 Months |
|
|
-30.24% |
| YTD |
|
|
-19.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.18 |
| 1M High / 1M Low: |
5.04 |
3.17 |
| 6M High / 6M Low: |
5.37 |
3.17 |
| High (YTD): |
2024-05-21 |
5.37 |
| Low (YTD): |
2024-05-30 |
3.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.51% |
| Volatility 6M: |
|
79.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
