BNP Paribas Call 55 K 17.01.2025
/ DE000PN9A1A4
BNP Paribas Call 55 K 17.01.2025/ DE000PN9A1A4 /
| 5/13/2024 1:21:02 PM |
Chg.0.000 |
Bid5/13/2024 |
Ask5/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
0.00% |
0.840
Bid Size: 7,000 |
0.870
Ask Size: 7,000 |
Kellanova Co |
55.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN9A1A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/6/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.64 |
| Time value: |
0.21 |
| Break-even: |
59.57 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.27 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.840 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
+78.72% |
| 3 Months |
|
|
+110.00% |
| YTD |
|
|
+58.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.690 |
| 1M High / 1M Low: |
0.880 |
0.470 |
| 6M High / 6M Low: |
0.880 |
0.330 |
| High (YTD): |
5/8/2024 |
0.880 |
| Low (YTD): |
3/14/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.31% |
| Volatility 6M: |
|
132.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
