BNP Paribas Call 55 KR 21.03.2025
/ DE000PL0EJB8
BNP Paribas Call 55 KR 21.03.2025/ DE000PL0EJB8 /
2024-12-20 9:11:38 AM |
Chg.+0.020 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+2.86% |
- Bid Size: - |
- Ask Size: - |
Kroger Co |
55.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
PL0EJB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Kroger Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-10-30 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.30 |
Historic volatility: |
0.21 |
Parity: |
0.66 |
Time value: |
0.13 |
Break-even: |
60.64 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.28% |
Delta: |
0.82 |
Theta: |
-0.02 |
Omega: |
6.12 |
Rho: |
0.10 |
Quote data
Open: |
0.720 |
High: |
0.720 |
Low: |
0.720 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.88% |
1 Month |
|
|
+22.03% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.700 |
1M High / 1M Low: |
0.910 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |