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

Frankfurt Zert./BNP
15/11/2024  12:21:07 Chg.-0.010 Bid15/11/2024 Ask15/11/2024 Underlying Strike price Expiration date Option type
1.160EUR -0.85% 1.160
Bid Size: 5,200		 1.180
Ask Size: 5,200		 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: 10.42
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.51
Implied volatility: 0.44
Historic volatility: 0.17
Parity: 0.51
Time value: 0.69
Break-even: 132.00
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 0.84%
Delta: 0.64
Theta: -0.07
Omega: 6.63
Rho: 0.12
 

Quote data

Open: 1.140
High: 1.160
Low: 1.140
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.33%
1 Month
  -52.46%
3 Months
  -45.79%
YTD  
+13.73%
1 Year
  -1.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.170
1M High / 1M Low: 2.530 1.170
6M High / 6M Low: 2.670 1.170
High (YTD): 09/09/2024 2.670
Low (YTD): 19/02/2024 0.740
52W High: 09/09/2024 2.670
52W Low: 19/02/2024 0.740
Avg. price 1W:   1.270
Avg. volume 1W:   0.000
Avg. price 1M:   1.653
Avg. volume 1M:   0.000
Avg. price 6M:   1.996
Avg. volume 6M:   0.000
Avg. price 1Y:   1.599
Avg. volume 1Y:   0.000
Volatility 1M:   111.40%
Volatility 6M:   105.23%
Volatility 1Y:   108.05%
Volatility 3Y:   -