OverviewChartNewsTraderScreen

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

EUWAX
9/18/2024  8:17:11 AM Chg.-0.050 Bid9:22:43 AM Ask9:22:43 AM Underlying Strike price Expiration date Option type
0.090EUR -35.71% 0.090
Bid Size: 20,150		 0.110
Ask Size: 20,150		 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: 86.38
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.16
Parity: -1.42
Time value: 0.15
Break-even: 145.26
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.20
Theta: -0.02
Omega: 17.70
Rho: 0.08
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.06%
1 Month
  -10.00%
3 Months
  -43.75%
YTD  
+28.57%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: 0.200 0.030
High (YTD): 9/9/2024 0.200
Low (YTD): 2/20/2024 0.025
52W High: 9/21/2023 0.280
52W Low: 2/20/2024 0.025
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
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:   289.16%
Volatility 6M:   368.55%
Volatility 1Y:   295.96%
Volatility 3Y:   -