BNP Paribas Call 55 K 20.12.2024
/ DE000PN9A065
BNP Paribas Call 55 K 20.12.2024/ DE000PN9A065 /
8/5/2024 8:50:31 PM |
Chg.+0.840 |
Bid9:06:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.680EUR |
+100.00% |
1.660 Bid Size: 17,000 |
- Ask Size: - |
Kellanova Co |
55.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PN9A06 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Kellanova Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
10/6/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
0.73 |
Time value: |
0.12 |
Break-even: |
58.91 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.19% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
5.96 |
Rho: |
0.16 |
Quote data
Open: |
0.850 |
High: |
2.020 |
Low: |
0.850 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+290.70% |
1 Month |
|
|
+342.11% |
3 Months |
|
|
+133.33% |
YTD |
|
|
+229.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.430 |
1M High / 1M Low: |
0.840 |
0.370 |
6M High / 6M Low: |
0.860 |
0.330 |
High (YTD): |
5/14/2024 |
0.860 |
Low (YTD): |
3/14/2024 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.467 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.534 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.71% |
Volatility 6M: |
|
158.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |