BNP Paribas Call 55 K 20.12.2024
/ DE000PN9A065
BNP Paribas Call 55 K 20.12.2024/ DE000PN9A065 /
| 2024-07-10 4:35:26 PM |
Chg.+0.020 |
Bid4:49:27 PM |
Ask4:49:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+5.26% |
0.390
Bid Size: 34,000 |
0.400
Ask Size: 34,000 |
Kellanova Co |
55.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN9A06 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.13 |
| Time value: |
0.27 |
| Break-even: |
54.86 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
8.36 |
| Rho: |
0.13 |
Quote data
| Open: |
0.380 |
| High: |
0.400 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-34.43% |
| 3 Months |
|
|
-25.93% |
| YTD |
|
|
-21.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.370 |
| 1M High / 1M Low: |
0.660 |
0.370 |
| 6M High / 6M Low: |
0.860 |
0.330 |
| High (YTD): |
2024-05-14 |
0.860 |
| Low (YTD): |
2024-03-14 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.30% |
| Volatility 6M: |
|
132.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
