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BNP Paribas Call 130 KMY 17.01.20.../  DE000PE9A1D7  /

Frankfurt Zert./BNP
10/11/2024  9:50:40 PM Chg.+0.080 Bid9:55:26 PM Ask9:55:26 PM Underlying Strike price Expiration date Option type
1.350EUR +6.30% 1.360
Bid Size: 5,400		 1.370
Ask Size: 5,400		 KIMBERLY-CLARK DL... 130.00 - 1/17/2025 Call
 

Master data

WKN: PE9A1D
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.50
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.01
Implied volatility: 0.49
Historic volatility: 0.16
Parity: 0.01
Time value: 1.36
Break-even: 143.70
Moneyness: 1.00
Premium: 0.10
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.56
Theta: -0.07
Omega: 5.36
Rho: 0.16
 

Quote data

Open: 1.270
High: 1.360
Low: 1.240
Previous Close: 1.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.65%
1 Month
  -7.53%
3 Months
  -8.78%
YTD  
+128.81%
1 Year  
+58.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 1.270
1M High / 1M Low: 1.590 1.220
6M High / 6M Low: 1.860 0.620
High (YTD): 9/6/2024 1.860
Low (YTD): 2/19/2024 0.360
52W High: 9/6/2024 1.860
52W Low: 2/19/2024 0.360
Avg. price 1W:   1.330
Avg. volume 1W:   0.000
Avg. price 1M:   1.352
Avg. volume 1M:   0.000
Avg. price 6M:   1.262
Avg. volume 6M:   0.000
Avg. price 1Y:   0.959
Avg. volume 1Y:   0.000
Volatility 1M:   87.94%
Volatility 6M:   153.89%
Volatility 1Y:   141.07%
Volatility 3Y:   -