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BNP Paribas Call 120 KMY 17.01.20.../  DE000PE9A1C9  /

Frankfurt Zert./BNP
09/07/2024  17:50:39 Chg.+0.030 Bid17:57:06 Ask17:57:06 Underlying Strike price Expiration date Option type
2.100EUR +1.45% 2.100
Bid Size: 10,400		 2.110
Ask Size: 10,400		 KIMBERLY-CLARK DL... 120.00 - 17/01/2025 Call
 

Master data

WKN: PE9A1C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.18
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.86
Implied volatility: 0.42
Historic volatility: 0.15
Parity: 0.86
Time value: 1.22
Break-even: 140.80
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.48%
Delta: 0.67
Theta: -0.04
Omega: 4.15
Rho: 0.34
 

Quote data

Open: 2.090
High: 2.100
Low: 2.030
Previous Close: 2.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+21.39%
3 Months  
+59.09%
YTD  
+105.88%
1 Year
  -10.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.910
1M High / 1M Low: 2.320 1.770
6M High / 6M Low: 2.320 0.740
High (YTD): 18/06/2024 2.320
Low (YTD): 19/02/2024 0.740
52W High: 24/07/2023 2.400
52W Low: 19/02/2024 0.740
Avg. price 1W:   1.984
Avg. volume 1W:   0.000
Avg. price 1M:   2.056
Avg. volume 1M:   0.000
Avg. price 6M:   1.397
Avg. volume 6M:   0.000
Avg. price 1Y:   1.434
Avg. volume 1Y:   0.000
Volatility 1M:   84.23%
Volatility 6M:   115.50%
Volatility 1Y:   98.11%
Volatility 3Y:   -