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BNP Paribas Call 120 KMY 17.01.20.../  DE000PE9A1C9  /

Frankfurt Zert./BNP
2024-09-25  9:50:36 PM Chg.+0.060 Bid8:02:31 AM Ask8:02:31 AM Underlying Strike price Expiration date Option type
2.130EUR +2.90% 2.110
Bid Size: 1,422		 2.140
Ask Size: 1,402		 KIMBERLY-CLARK DL... 120.00 - 2025-01-17 Call
 

Master data

WKN: PE9A1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.06
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.60
Implied volatility: 0.62
Historic volatility: 0.16
Parity: 0.60
Time value: 1.48
Break-even: 140.80
Moneyness: 1.05
Premium: 0.12
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 0.48%
Delta: 0.64
Theta: -0.08
Omega: 3.85
Rho: 0.19
 

Quote data

Open: 2.050
High: 2.150
Low: 2.050
Previous Close: 2.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month
  -6.99%
3 Months  
+0.95%
YTD  
+108.82%
1 Year  
+39.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.130 2.020
1M High / 1M Low: 2.670 2.020
6M High / 6M Low: 2.670 1.120
High (YTD): 2024-09-09 2.670
Low (YTD): 2024-02-19 0.740
52W High: 2024-09-09 2.670
52W Low: 2024-02-19 0.740
Avg. price 1W:   2.070
Avg. volume 1W:   0.000
Avg. price 1M:   2.320
Avg. volume 1M:   0.000
Avg. price 6M:   1.924
Avg. volume 6M:   0.000
Avg. price 1Y:   1.522
Avg. volume 1Y:   0.000
Volatility 1M:   72.55%
Volatility 6M:   112.18%
Volatility 1Y:   106.94%
Volatility 3Y:   -