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

EUWAX
2024-06-17  8:45:47 AM Chg.+0.05 Bid3:52:09 PM Ask3:52:09 PM Underlying Strike price Expiration date Option type
2.15EUR +2.38% 2.13
Bid Size: 10,400		 2.15
Ask Size: 10,400		 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: 6.03
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.03
Implied volatility: 0.38
Historic volatility: 0.15
Parity: 1.03
Time value: 1.13
Break-even: 141.60
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.93%
Delta: 0.69
Theta: -0.04
Omega: 4.18
Rho: 0.40
 

Quote data

Open: 2.15
High: 2.15
Low: 2.15
Previous Close: 2.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+27.98%
3 Months  
+83.76%
YTD  
+108.74%
1 Year
  -13.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.72
1M High / 1M Low: 2.10 1.20
6M High / 6M Low: 2.10 0.73
High (YTD): 2024-06-14 2.10
Low (YTD): 2024-02-20 0.73
52W High: 2023-07-06 2.53
52W Low: 2024-02-20 0.73
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   1.26
Avg. volume 6M:   0.00
Avg. price 1Y:   1.45
Avg. volume 1Y:   0.00
Volatility 1M:   150.09%
Volatility 6M:   119.74%
Volatility 1Y:   101.91%
Volatility 3Y:   -