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BNP Paribas Call 150 KMY 20.12.20.../  DE000PE9A1B1  /

EUWAX
6/24/2024  8:42:34 AM Chg.-0.030 Bid7:11:11 PM Ask7:11:11 PM Underlying Strike price Expiration date Option type
0.330EUR -8.33% 0.320
Bid Size: 28,400		 0.330
Ask Size: 28,400		 KIMBERLY-CLARK DL... 150.00 - 12/20/2024 Call
 

Master data

WKN: PE9A1B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.38
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.15
Parity: -1.95
Time value: 0.34
Break-even: 153.40
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.27
Theta: -0.02
Omega: 10.31
Rho: 0.16
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.45%
1 Month  
+175.00%
3 Months  
+200.00%
YTD  
+175.00%
1 Year
  -64.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.310
1M High / 1M Low: 0.400 0.077
6M High / 6M Low: 0.400 0.049
High (YTD): 6/20/2024 0.400
Low (YTD): 2/20/2024 0.049
52W High: 6/30/2023 0.990
52W Low: 2/20/2024 0.049
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.280
Avg. volume 1Y:   0.000
Volatility 1M:   369.07%
Volatility 6M:   271.64%
Volatility 1Y:   213.14%
Volatility 3Y:   -