BNP Paribas Call 110 A 20.12.2024
/ DE000PN8YTF7
BNP Paribas Call 110 A 20.12.2024/ DE000PN8YTF7 /
| 2024-06-17 9:04:15 AM |
Chg.-0.04 |
Bid5:16:21 PM |
Ask5:16:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
-1.63% |
2.48
Bid Size: 8,600 |
2.49
Ask Size: 8,600 |
Agilent Technologies |
110.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8YTF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 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: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
1.85 |
| Time value: |
0.57 |
| Break-even: |
126.98 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
4.03 |
| Rho: |
0.37 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.41 |
| Previous Close: |
2.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.71% |
| 1 Month |
|
|
-46.92% |
| 3 Months |
|
|
-38.36% |
| YTD |
|
|
-32.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.45 |
| 1M High / 1M Low: |
4.54 |
2.42 |
| 6M High / 6M Low: |
4.54 |
2.42 |
| High (YTD): |
2024-05-21 |
4.54 |
| Low (YTD): |
2024-05-30 |
2.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.61% |
| Volatility 6M: |
|
88.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
