OverviewChartNewsTraderScreen

BNP Paribas Call 140 KMY 17.01.20.../  DE000PE9A1E5  /

EUWAX
2024-09-26  8:42:17 AM Chg.+0.050 Bid2024-09-26 Ask2024-09-26 Underlying Strike price Expiration date Option type
0.670EUR +8.06% 0.670
Bid Size: 4,478		 0.690
Ask Size: 4,348		 KIMBERLY-CLARK DL... 140.00 - 2025-01-17 Call
 

Master data

WKN: PE9A1E
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.22
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.16
Parity: -1.31
Time value: 0.66
Break-even: 146.60
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.38
Theta: -0.05
Omega: 7.38
Rho: 0.13
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month
  -14.10%
3 Months
  -4.29%
YTD  
+116.13%
1 Year
  -1.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.600
1M High / 1M Low: 1.100 0.600
6M High / 6M Low: 1.100 0.260
High (YTD): 2024-09-10 1.100
Low (YTD): 2024-02-20 0.150
52W High: 2024-09-10 1.100
52W Low: 2024-02-20 0.150
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.838
Avg. volume 1M:   0.000
Avg. price 6M:   0.645
Avg. volume 6M:   0.000
Avg. price 1Y:   0.505
Avg. volume 1Y:   0.000
Volatility 1M:   144.54%
Volatility 6M:   230.61%
Volatility 1Y:   195.22%
Volatility 3Y:   -