BNP Paribas Call 45 K 20.12.2024
/ DE000PN9A040
BNP Paribas Call 45 K 20.12.2024/ DE000PN9A040 /
| 2024-06-24 8:50:24 PM |
Chg.+0.100 |
Bid9:06:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+8.00% |
1.340
Bid Size: 44,000 |
-
Ask Size: - |
Kellanova Co |
45.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN9A04 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
1.17 |
| Time value: |
0.08 |
| Break-even: |
54.60 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.79% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
4.18 |
| Rho: |
0.20 |
Quote data
| Open: |
1.260 |
| High: |
1.360 |
| Low: |
1.260 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.27% |
| 1 Month |
|
|
-10.60% |
| 3 Months |
|
|
+23.85% |
| YTD |
|
|
+20.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.250 |
| 1M High / 1M Low: |
1.520 |
1.250 |
| 6M High / 6M Low: |
1.680 |
0.890 |
| High (YTD): |
2024-05-14 |
1.680 |
| Low (YTD): |
2024-03-14 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.48% |
| Volatility 6M: |
|
81.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
