BNP Paribas Call 55 K 17.01.2025
/ DE000PN9A1A4
BNP Paribas Call 55 K 17.01.2025/ DE000PN9A1A4 /
| 27/05/2024 19:20:50 |
Chg.0.000 |
Bid27/05/2024 |
Ask27/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
0.00% |
0.740
Bid Size: 7,000 |
0.760
Ask Size: 7,000 |
Kellanova Co |
55.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN9A1A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
06/10/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.56 |
| Time value: |
0.20 |
| Break-even: |
58.31 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
6.14 |
| Rho: |
0.25 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.730 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.84% |
| 1 Month |
|
|
+25.42% |
| 3 Months |
|
|
+60.87% |
| YTD |
|
|
+39.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.740 |
| 1M High / 1M Low: |
0.880 |
0.580 |
| 6M High / 6M Low: |
0.880 |
0.330 |
| High (YTD): |
14/05/2024 |
0.880 |
| Low (YTD): |
14/03/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.789 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.97% |
| Volatility 6M: |
|
131.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
