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

EUWAX
09/07/2024  08:43:51 Chg.+0.10 Bid18:47:14 Ask18:47:14 Underlying Strike price Expiration date Option type
1.32EUR +8.20% 1.36
Bid Size: 12,000		 1.37
Ask Size: 12,000		 KIMBERLY-CLARK DL... 130.00 - 17/01/2025 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: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.67
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -0.14
Time value: 1.33
Break-even: 143.30
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.76%
Delta: 0.56
Theta: -0.04
Omega: 5.44
Rho: 0.31
 

Quote data

Open: 1.32
High: 1.32
Low: 1.32
Previous Close: 1.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.20%
1 Month  
+16.81%
3 Months  
+94.12%
YTD  
+123.73%
1 Year
  -27.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.18
1M High / 1M Low: 1.54 1.04
6M High / 6M Low: 1.54 0.36
High (YTD): 20/06/2024 1.54
Low (YTD): 20/02/2024 0.36
52W High: 24/07/2023 1.81
52W Low: 20/02/2024 0.36
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.82
Avg. volume 6M:   0.00
Avg. price 1Y:   0.91
Avg. volume 1Y:   0.00
Volatility 1M:   124.21%
Volatility 6M:   159.23%
Volatility 1Y:   131.70%
Volatility 3Y:   -