BNP Paribas Call 160 KMB 16.01.20.../  DE000PC84SV1  /

Frankfurt Zert./BNP
02/08/2024  21:50:22 Chg.+0.060 Bid21:55:48 Ask21:55:48 Underlying Strike price Expiration date Option type
0.690EUR +9.52% 0.700
Bid Size: 13,600
0.710
Ask Size: 13,600
Kimberly Clark Corp 160.00 USD 16/01/2026 Call
 

Master data

WKN: PC84SV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Kimberly Clark Corp
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 16/01/2026
Issue date: 30/04/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.08
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -1.82
Time value: 0.71
Break-even: 153.74
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.40
Theta: -0.01
Omega: 7.21
Rho: 0.64
 

Quote data

Open: 0.610
High: 0.730
Low: 0.600
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.21%
1 Month
  -1.43%
3 Months
  -9.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.510
1M High / 1M Low: 0.900 0.510
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.751
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -