BNP Paribas Call 120 A 16.01.2026
/ DE000PC1LXA5
BNP Paribas Call 120 A 16.01.2026/ DE000PC1LXA5 /
9/26/2024 5:50:35 PM |
Chg.+0.360 |
Bid6:29:06 PM |
Ask6:29:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.360EUR |
+12.00% |
3.400 Bid Size: 3,133 |
3.460 Ask Size: 3,133 |
Agilent Technologies |
120.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1LXA |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.64 |
Intrinsic value: |
1.75 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
1.75 |
Time value: |
1.26 |
Break-even: |
137.92 |
Moneyness: |
1.16 |
Premium: |
0.10 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.33% |
Delta: |
0.76 |
Theta: |
-0.02 |
Omega: |
3.17 |
Rho: |
0.85 |
Quote data
Open: |
3.030 |
High: |
3.360 |
Low: |
3.030 |
Previous Close: |
3.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.66% |
1 Month |
|
|
+4.67% |
3 Months |
|
|
+12.37% |
YTD |
|
|
-9.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.180 |
3.000 |
1M High / 1M Low: |
3.370 |
2.840 |
6M High / 6M Low: |
4.720 |
2.370 |
High (YTD): |
5/20/2024 |
4.720 |
Low (YTD): |
7/9/2024 |
2.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.078 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.335 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.56% |
Volatility 6M: |
|
76.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |