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

Frankfurt Zert./BNP
9/6/2024  9:50:33 PM Chg.+0.050 Bid9:59:57 PM Ask- Underlying Strike price Expiration date Option type
2.670EUR +1.91% -
Bid Size: -		 -
Ask Size: -		 KIMBERLY-CLARK DL... 120.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.96
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 1.25
Implied volatility: 0.63
Historic volatility: 0.16
Parity: 1.25
Time value: 1.42
Break-even: 146.70
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 0.75%
Delta: 0.69
Theta: -0.07
Omega: 3.41
Rho: 0.23
 

Quote data

Open: 2.630
High: 2.730
Low: 2.550
Previous Close: 2.620
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+13.62%
1 Month  
+27.14%
3 Months  
+54.34%
YTD  
+161.76%
1 Year  
+53.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.670 2.350
1M High / 1M Low: 2.670 1.890
6M High / 6M Low: 2.670 1.120
High (YTD): 9/6/2024 2.670
Low (YTD): 2/19/2024 0.740
52W High: 9/6/2024 2.670
52W Low: 2/19/2024 0.740
Avg. price 1W:   2.570
Avg. volume 1W:   0.000
Avg. price 1M:   2.283
Avg. volume 1M:   0.000
Avg. price 6M:   1.828
Avg. volume 6M:   0.000
Avg. price 1Y:   1.488
Avg. volume 1Y:   0.000
Volatility 1M:   67.14%
Volatility 6M:   112.56%
Volatility 1Y:   106.90%
Volatility 3Y:   -