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BNP Paribas Call 120 KMY 20.12.20.../  DE000PE9A082  /

Frankfurt Zert./BNP
10/11/2024  9:20:28 PM Chg.+0.100 Bid9:32:22 PM Ask- Underlying Strike price Expiration date Option type
2.160EUR +4.85% 2.160
Bid Size: 9,600		 -
Ask Size: -		 KIMBERLY-CLARK DL... 120.00 - 12/20/2024 Call
 

Master data

WKN: PE9A08
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.97
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.90
Implied volatility: 0.75
Historic volatility: 0.16
Parity: 0.90
Time value: 1.26
Break-even: 141.60
Moneyness: 1.08
Premium: 0.10
Premium p.a.: 0.62
Spread abs.: 0.10
Spread %: 4.85%
Delta: 0.66
Theta: -0.12
Omega: 3.92
Rho: 0.12
 

Quote data

Open: 2.050
High: 2.160
Low: 2.030
Previous Close: 2.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.85%
1 Month
  -5.68%
3 Months
  -0.46%
YTD  
+120.41%
1 Year  
+78.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.180 2.060
1M High / 1M Low: 2.370 1.980
6M High / 6M Low: 2.650 1.070
High (YTD): 9/6/2024 2.650
Low (YTD): 2/19/2024 0.700
52W High: 9/6/2024 2.650
52W Low: 2/19/2024 0.700
Avg. price 1W:   2.100
Avg. volume 1W:   0.000
Avg. price 1M:   2.130
Avg. volume 1M:   0.000
Avg. price 6M:   1.967
Avg. volume 6M:   0.000
Avg. price 1Y:   1.523
Avg. volume 1Y:   0.000
Volatility 1M:   62.76%
Volatility 6M:   114.06%
Volatility 1Y:   110.31%
Volatility 3Y:   -