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BNP Paribas Call 130 A 17.01.2025/  DE000PN2HTB4  /

Frankfurt Zert./BNP
2024-06-24  9:50:31 PM Chg.+0.110 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
1.560EUR +7.59% 1.540
Bid Size: 5,900		 1.550
Ask Size: 5,900		 Agilent Technologies 130.00 USD 2025-01-17 Call
 

Master data

WKN: PN2HTB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Agilent Technologies
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.60
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.30
Implied volatility: 0.32
Historic volatility: 0.25
Parity: 0.30
Time value: 1.15
Break-even: 136.13
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.62
Theta: -0.03
Omega: 5.34
Rho: 0.36
 

Quote data

Open: 1.440
High: 1.690
Low: 1.430
Previous Close: 1.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.42%
1 Month
  -43.48%
3 Months
  -42.86%
YTD
  -34.73%
1 Year  
+3.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.540 1.340
1M High / 1M Low: 2.770 1.240
6M High / 6M Low: 3.110 1.240
High (YTD): 2024-05-17 3.110
Low (YTD): 2024-06-14 1.240
52W High: 2024-05-17 3.110
52W Low: 2023-10-30 0.650
Avg. price 1W:   1.430
Avg. volume 1W:   0.000
Avg. price 1M:   1.629
Avg. volume 1M:   0.000
Avg. price 6M:   2.131
Avg. volume 6M:   0.000
Avg. price 1Y:   1.774
Avg. volume 1Y:   0.000
Volatility 1M:   176.89%
Volatility 6M:   112.49%
Volatility 1Y:   114.34%
Volatility 3Y:   -