BNP Paribas Call 160 KMB 19.12.20.../  DE000PC84SU3  /

EUWAX
2024-06-17  8:08:27 AM Chg.+0.010 Bid1:33:46 PM Ask1:33:46 PM Underlying Strike price Expiration date Option type
0.750EUR +1.35% 0.740
Bid Size: 12,700
0.770
Ask Size: 12,700
Kimberly Clark Corp 160.00 USD 2025-12-19 Call
 

Master data

WKN: PC84SU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Kimberly Clark Corp
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-12-19
Issue date: 2024-04-30
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.93
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -1.92
Time value: 0.77
Break-even: 157.20
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.40
Theta: -0.02
Omega: 6.84
Rho: 0.68
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.600
1M High / 1M Low: 0.740 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.655
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -