BNP Paribas Call 45 K 17.01.2025
/ DE000PN9A081
BNP Paribas Call 45 K 17.01.2025/ DE000PN9A081 /
| 2024-06-05 2:21:03 PM |
Chg.+0.010 |
Bid2024-06-05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+0.66% |
1.530
Bid Size: 18,000 |
-
Ask Size: - |
Kellanova Co |
45.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN9A08 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
1.42 |
| Time value: |
0.10 |
| Break-even: |
56.55 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.65% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
3.61 |
| Rho: |
0.25 |
Quote data
| Open: |
1.540 |
| High: |
1.540 |
| Low: |
1.530 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.51% |
| 1 Month |
|
|
+2.00% |
| 3 Months |
|
|
+56.12% |
| YTD |
|
|
+35.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.390 |
| 1M High / 1M Low: |
1.680 |
1.390 |
| 6M High / 6M Low: |
1.680 |
0.900 |
| High (YTD): |
2024-05-14 |
1.680 |
| Low (YTD): |
2024-03-14 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.197 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.52% |
| Volatility 6M: |
|
80.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
