BNP Paribas Call 110 A 17.01.2025
/ DE000PN8YTJ9
BNP Paribas Call 110 A 17.01.2025/ DE000PN8YTJ9 /
| 2024-06-14 9:04:45 AM |
Chg.-0.18 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.52EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
110.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN8YTJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.85 |
| Time value: |
0.65 |
| Break-even: |
127.76 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
3.86 |
| Rho: |
0.42 |
Quote data
| Open: |
2.52 |
| High: |
2.52 |
| Low: |
2.52 |
| Previous Close: |
2.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-44.98% |
| 3 Months |
|
|
-36.36% |
| YTD |
|
|
-30.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
2.52 |
| 1M High / 1M Low: |
4.59 |
2.48 |
| 6M High / 6M Low: |
4.59 |
2.48 |
| High (YTD): |
2024-05-21 |
4.59 |
| Low (YTD): |
2024-05-30 |
2.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.90% |
| Volatility 6M: |
|
87.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
