BNP Paribas Call 55 K 20.12.2024
/ DE000PN9A065
BNP Paribas Call 55 K 20.12.2024/ DE000PN9A065 /
2024-05-29 8:56:24 AM |
Chg.-0.110 |
Bid1:18:32 PM |
Ask1:18:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
-15.49% |
0.630 Bid Size: 7,000 |
0.650 Ask Size: 7,000 |
Kellanova Co |
55.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PN9A06 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Kellanova Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
0.41 |
Time value: |
0.22 |
Break-even: |
56.99 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
6.77 |
Rho: |
0.20 |
Quote data
Open: |
0.600 |
High: |
0.600 |
Low: |
0.600 |
Previous Close: |
0.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.83% |
1 Month |
|
|
+7.14% |
3 Months |
|
|
+39.53% |
YTD |
|
|
+15.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.820 |
0.710 |
1M High / 1M Low: |
0.860 |
0.500 |
6M High / 6M Low: |
0.860 |
0.320 |
High (YTD): |
2024-05-15 |
0.860 |
Low (YTD): |
2024-03-15 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.756 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.514 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
244.51% |
Volatility 6M: |
|
145.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |