BNP Paribas Call 50 K 17.01.2025
/ DE000PN9A099
BNP Paribas Call 50 K 17.01.2025/ DE000PN9A099 /
2024-05-10 9:50:42 PM |
Chg.+0.020 |
Bid9:56:53 PM |
Ask9:56:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+1.68% |
1.220 Bid Size: 10,000 |
1.240 Ask Size: 10,000 |
Kellanova Co |
50.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PN9A09 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Kellanova Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 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: |
4.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
1.10 |
Time value: |
0.14 |
Break-even: |
58.82 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.64% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
4.42 |
Rho: |
0.29 |
Quote data
Open: |
1.210 |
High: |
1.220 |
Low: |
1.170 |
Previous Close: |
1.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+61.33% |
3 Months |
|
|
+75.36% |
YTD |
|
|
+49.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
1.040 |
1M High / 1M Low: |
1.270 |
0.750 |
6M High / 6M Low: |
1.270 |
0.550 |
High (YTD): |
2024-05-08 |
1.270 |
Low (YTD): |
2024-03-14 |
0.600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.981 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.777 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.01% |
Volatility 6M: |
|
103.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |