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

EUWAX
2024-08-02  8:40:36 AM Chg.+0.22 Bid8:21:44 PM Ask8:21:44 PM Underlying Strike price Expiration date Option type
1.88EUR +13.25% 1.97
Bid Size: 10,600		 1.98
Ask Size: 10,600		 KIMBERLY-CLARK DL... 120.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.55
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.84
Implied volatility: 0.42
Historic volatility: 0.16
Parity: 0.84
Time value: 1.12
Break-even: 139.60
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.67
Theta: -0.05
Omega: 4.39
Rho: 0.31
 

Quote data

Open: 1.88
High: 1.88
Low: 1.88
Previous Close: 1.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month
  -3.59%
3 Months
  -1.05%
YTD  
+82.52%
1 Year  
+1.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.26 1.66
1M High / 1M Low: 2.44 1.66
6M High / 6M Low: 2.44 0.73
High (YTD): 2024-07-19 2.44
Low (YTD): 2024-02-20 0.73
52W High: 2024-07-19 2.44
52W Low: 2024-02-20 0.73
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.55
Avg. volume 6M:   0.00
Avg. price 1Y:   1.43
Avg. volume 1Y:   0.00
Volatility 1M:   150.96%
Volatility 6M:   118.63%
Volatility 1Y:   108.66%
Volatility 3Y:   -