BNP Paribas Call 70 KEL 16.01.2026
/ DE000PC7Z119
BNP Paribas Call 70 KEL 16.01.202.../ DE000PC7Z119 /
8/7/2024 9:50:33 PM |
Chg.0.000 |
Bid9:52:18 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
KELLANOVA CO. DL... |
70.00 - |
1/16/2026 |
Call |
Master data
WKN: |
PC7Z11 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
KELLANOVA CO. DL -,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
1/16/2026 |
Issue date: |
4/9/2024 |
Last trading day: |
8/8/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.17 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.12 |
Historic volatility: |
0.25 |
Parity: |
0.28 |
Time value: |
0.51 |
Break-even: |
77.90 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
6.98 |
Rho: |
0.67 |
Quote data
Open: |
0.820 |
High: |
0.840 |
Low: |
0.750 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+203.70% |
3 Months |
|
|
+105.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.820 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.371 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
431.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |