BNP Paribas Call 120 A 20.12.2024
/ DE000PN5BBJ1
BNP Paribas Call 120 A 20.12.2024/ DE000PN5BBJ1 /
| 24/06/2024 21:50:30 |
Chg.+0.130 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+6.60% |
2.080
Bid Size: 5,000 |
2.090
Ask Size: 5,000 |
Agilent Technologies |
120.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN5BBJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/06/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
1.24 |
| Time value: |
0.73 |
| Break-even: |
131.98 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
4.67 |
| Rho: |
0.35 |
Quote data
| Open: |
1.950 |
| High: |
2.260 |
| Low: |
1.950 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.13% |
| 1 Month |
|
|
-38.24% |
| 3 Months |
|
|
-36.94% |
| YTD |
|
|
-28.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.840 |
| 1M High / 1M Low: |
3.410 |
1.720 |
| 6M High / 6M Low: |
3.770 |
1.720 |
| High (YTD): |
20/05/2024 |
3.770 |
| Low (YTD): |
14/06/2024 |
1.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.670 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.47% |
| Volatility 6M: |
|
100.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
