BNP Paribas Call 65 KEL 20.12.2024
/ DE000PC2ZZC4
BNP Paribas Call 65 KEL 20.12.202.../ DE000PC2ZZC4 /
| 8/7/2024 8:45:41 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
KELLANOVA CO. DL... |
65.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PC2ZZC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
KELLANOVA CO. DL -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
8/8/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.24 |
| Parity: |
0.28 |
| Time value: |
0.58 |
| Break-even: |
73.60 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
4.99 |
| Rho: |
0.12 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1157.14% |
| 3 Months |
|
|
+214.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.880 |
| 1M High / 1M Low: |
0.890 |
0.055 |
| 6M High / 6M Low: |
0.890 |
0.055 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.150 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,160.30% |
| Volatility 6M: |
|
522.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
