BNP Paribas Call 50 KEL 21.06.2024
/ DE000PC1L3Z5
BNP Paribas Call 50 KEL 21.06.202.../ DE000PC1L3Z5 /
| 10/05/2024 21:50:25 |
Chg.+0.020 |
Bid21:57:45 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+1.83% |
-
Bid Size: - |
-
Ask Size: - |
KELLANOVA CO. DL... |
50.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
PC1L3Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
KELLANOVA CO. DL -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/12/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.63 |
| Time value: |
0.48 |
| Break-even: |
61.10 |
| Moneyness: |
1.13 |
| Premium: |
0.09 |
| Premium p.a.: |
2.04 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.89% |
| Delta: |
0.70 |
| Theta: |
-0.13 |
| Omega: |
3.54 |
| Rho: |
0.02 |
Quote data
| Open: |
1.110 |
| High: |
1.120 |
| Low: |
1.070 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.16% |
| 3 Months |
|
|
+65.67% |
| YTD |
|
|
+68.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.170 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/05/2024 |
1.170 |
| Low (YTD): |
14/03/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
