OverviewChartNewsTraderScreen

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

Frankfurt Zert./BNP
9/18/2024  10:21:16 AM Chg.-0.010 Bid9/18/2024 Ask9/18/2024 Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.090
Bid Size: 40,300		 0.110
Ask Size: 40,300		 Kimberly Clark Corp 160.00 USD 1/17/2025 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: 1/17/2025
Issue date: 4/25/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 127.37
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -1.65
Time value: 0.10
Break-even: 144.86
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.15
Theta: -0.01
Omega: 19.54
Rho: 0.06
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -18.18%
3 Months
  -50.00%
YTD  
+28.57%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: 0.220 0.034
High (YTD): 9/6/2024 0.220
Low (YTD): 2/19/2024 0.011
52W High: 9/21/2023 0.270
52W Low: 2/19/2024 0.011
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   275.24%
Volatility 6M:   342.30%
Volatility 1Y:   317.38%
Volatility 3Y:   -