BNP Paribas Call 40 KOG 17.01.2025
/ DE000PE9A140
BNP Paribas Call 40 KOG 17.01.202.../ DE000PE9A140 /
| 2024-06-06 8:43:22 AM |
Chg.- |
Bid8:25:08 AM |
Ask8:25:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
- |
1.24
Bid Size: 7,000 |
1.27
Ask Size: 7,000 |
KROGER CO. ... |
40.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
PE9A14 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
KROGER CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.18 |
| Parity: |
0.75 |
| Time value: |
0.46 |
| Break-even: |
52.10 |
| Moneyness: |
1.19 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.82% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
2.95 |
| Rho: |
0.15 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
-22.08% |
| 3 Months |
|
|
+3.45% |
| YTD |
|
|
+51.90% |
| 1 Year |
|
|
+20.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.20 |
| 1M High / 1M Low: |
1.59 |
1.20 |
| 6M High / 6M Low: |
1.79 |
0.71 |
| High (YTD): |
2024-04-03 |
1.79 |
| Low (YTD): |
2024-02-08 |
0.72 |
| 52W High: |
2024-04-03 |
1.79 |
| 52W Low: |
2023-11-17 |
0.66 |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.07 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
49.62% |
| Volatility 6M: |
|
78.15% |
| Volatility 1Y: |
|
72.79% |
| Volatility 3Y: |
|
- |
