BNP Paribas Call 50 K 17.01.2025
/ DE000PN9A099
BNP Paribas Call 50 K 17.01.2025/ DE000PN9A099 /
| 2024-06-05 8:57:30 AM |
Chg.+0.06 |
Bid4:00:38 PM |
Ask4:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+5.66% |
1.07
Bid Size: 20,000 |
1.09
Ask Size: 20,000 |
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: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.96 |
| Time value: |
0.18 |
| Break-even: |
57.35 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.28 |
| Rho: |
0.23 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.46% |
| 1 Month |
|
|
-7.44% |
| 3 Months |
|
|
+64.71% |
| YTD |
|
|
+38.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.96 |
| 1M High / 1M Low: |
1.27 |
0.96 |
| 6M High / 6M Low: |
1.27 |
0.60 |
| High (YTD): |
2024-05-15 |
1.27 |
| Low (YTD): |
2024-03-15 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.13% |
| Volatility 6M: |
|
107.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
