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BNP Paribas Call 130 KMY 20.12.20.../  DE000PE9A090  /

Frankfurt Zert./BNP
2024-08-02  9:50:33 PM Chg.+0.110 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
1.260EUR +9.57% 1.300
Bid Size: 5,900		 1.310
Ask Size: 5,900		 KIMBERLY-CLARK DL... 130.00 - 2024-12-20 Call
 

Master data

WKN: PE9A09
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.07
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.16
Parity: -0.16
Time value: 1.16
Break-even: 141.60
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 0.87%
Delta: 0.55
Theta: -0.05
Omega: 6.06
Rho: 0.23
 

Quote data

Open: 1.110
High: 1.360
Low: 1.080
Previous Close: 1.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month  
+9.57%
3 Months  
+10.53%
YTD  
+133.33%
1 Year  
+3.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 0.910
1M High / 1M Low: 1.640 0.910
6M High / 6M Low: 1.640 0.320
High (YTD): 2024-07-18 1.640
Low (YTD): 2024-02-19 0.320
52W High: 2024-07-18 1.640
52W Low: 2024-02-19 0.320
Avg. price 1W:   1.138
Avg. volume 1W:   0.000
Avg. price 1M:   1.325
Avg. volume 1M:   0.000
Avg. price 6M:   0.907
Avg. volume 6M:   0.000
Avg. price 1Y:   0.852
Avg. volume 1Y:   0.000
Volatility 1M:   221.65%
Volatility 6M:   164.19%
Volatility 1Y:   145.78%
Volatility 3Y:   -