BNP Paribas Call 50 K 20.12.2024
/ DE000PN9A057
BNP Paribas Call 50 K 20.12.2024/ DE000PN9A057 /
| 24/05/2024 21:50:38 |
Chg.-0.040 |
Bid21:56:31 |
Ask21:56:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-3.51% |
1.110
Bid Size: 12,000 |
1.120
Ask Size: 12,000 |
Kellanova Co |
50.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN9A05 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.18 |
| Parity: |
1.02 |
| Time value: |
0.10 |
| Break-even: |
57.30 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
4.96 |
| Rho: |
0.25 |
Quote data
| Open: |
1.150 |
| High: |
1.170 |
| Low: |
1.100 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
+20.88% |
| 3 Months |
|
|
+37.50% |
| YTD |
|
|
+39.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.100 |
| 1M High / 1M Low: |
1.250 |
0.890 |
| 6M High / 6M Low: |
1.250 |
0.530 |
| High (YTD): |
14/05/2024 |
1.250 |
| Low (YTD): |
14/03/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.807 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.61% |
| Volatility 6M: |
|
106.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
