BNP Paribas Call 55 K 20.12.2024
/ DE000PN9A065
BNP Paribas Call 55 K 20.12.2024/ DE000PN9A065 /
| 27/05/2024 21:50:28 |
Chg.+0.010 |
Bid27/05/2024 |
Ask27/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+1.41% |
0.720
Bid Size: 7,000 |
0.740
Ask Size: 7,000 |
Kellanova Co |
55.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN9A06 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 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: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.56 |
| Time value: |
0.18 |
| Break-even: |
58.11 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
6.33 |
| Rho: |
0.22 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
+63.64% |
| YTD |
|
|
+41.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.710 |
| 1M High / 1M Low: |
0.860 |
0.560 |
| 6M High / 6M Low: |
0.860 |
0.320 |
| High (YTD): |
14/05/2024 |
0.860 |
| Low (YTD): |
14/03/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.510 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.95% |
| Volatility 6M: |
|
135.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
