BNP Paribas Call 120 A 15.01.2027
/ DE000PL1GR36
BNP Paribas Call 120 A 15.01.2027/ DE000PL1GR36 /
| 23/01/2025 21:55:19 |
Chg.-0.040 |
Bid21:59:10 |
Ask21:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.890EUR |
-0.81% |
4.900
Bid Size: 4,100 |
4.930
Ask Size: 4,100 |
Agilent Technologies |
120.00 - |
15/01/2027 |
Call |
Master data
| WKN: |
PL1GR3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
15/01/2027 |
| Issue date: |
15/11/2024 |
| Last trading day: |
14/01/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
2.66 |
| Time value: |
2.34 |
| Break-even: |
170.00 |
| Moneyness: |
1.22 |
| Premium: |
0.16 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.25 |
| Rho: |
1.23 |
Quote data
| Open: |
4.940 |
| High: |
4.970 |
| Low: |
4.660 |
| Previous Close: |
4.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.38% |
| 1 Month |
|
|
+35.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
+34.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.930 |
4.430 |
| 1M High / 1M Low: |
4.930 |
3.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
4.930 |
| Low (YTD): |
02/01/2025 |
3.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |