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BNP Paribas Call 160 KMB 17.01.20.../  DE000PN2HY49  /

Frankfurt Zert./BNP
02/08/2024  21:50:44 Chg.+0.033 Bid21:55:59 Ask21:55:59 Underlying Strike price Expiration date Option type
0.120EUR +37.93% 0.130
Bid Size: 33,900		 0.140
Ask Size: 33,900		 Kimberly Clark Corp 160.00 USD 17/01/2025 Call
 

Master data

WKN: PN2HY4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Kimberly Clark Corp
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 17/01/2025
Issue date: 25/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 131.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.16
Parity: -2.00
Time value: 0.10
Break-even: 149.31
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 11.36%
Delta: 0.14
Theta: -0.01
Omega: 18.34
Rho: 0.08
 

Quote data

Open: 0.081
High: 0.130
Low: 0.077
Previous Close: 0.087
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -7.69%
3 Months
  -7.69%
YTD  
+71.43%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.050
1M High / 1M Low: 0.200 0.050
6M High / 6M Low: 0.200 0.011
High (YTD): 18/07/2024 0.200
Low (YTD): 19/02/2024 0.011
52W High: 02/08/2023 0.360
52W Low: 19/02/2024 0.011
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.130
Avg. volume 1Y:   0.000
Volatility 1M:   520.90%
Volatility 6M:   397.31%
Volatility 1Y:   304.27%
Volatility 3Y:   -