BNP Paribas Call 50 K 20.12.2024
/ DE000PN9A057
BNP Paribas Call 50 K 20.12.2024/ DE000PN9A057 /
| 2024-05-10 9:50:41 PM |
Chg.+0.020 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+1.69% |
1.200
Bid Size: 11,000 |
1.220
Ask Size: 11,000 |
Kellanova Co |
50.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN9A05 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
1.10 |
| Time value: |
0.12 |
| Break-even: |
58.62 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
4.55 |
| Rho: |
0.26 |
Quote data
| Open: |
1.200 |
| High: |
1.200 |
| Low: |
1.160 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+62.16% |
| 3 Months |
|
|
+79.10% |
| YTD |
|
|
+51.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.030 |
| 1M High / 1M Low: |
1.250 |
0.740 |
| 6M High / 6M Low: |
1.250 |
0.530 |
| High (YTD): |
2024-05-08 |
1.250 |
| Low (YTD): |
2024-03-14 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.965 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.761 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.74% |
| Volatility 6M: |
|
106.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
