BNP Paribas Call 70 KEL 16.01.2026
/ DE000PC7Z119
BNP Paribas Call 70 KEL 16.01.202.../ DE000PC7Z119 /
07/08/2024 08:39:25 |
Chg.- |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
- |
- Bid Size: - |
- Ask Size: - |
KELLANOVA CO. DL... |
70.00 - |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
09/04/2024 |
Last trading day: |
08/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
-0.22 |
Time value: |
0.79 |
Break-even: |
77.90 |
Moneyness: |
0.97 |
Premium: |
0.15 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.58 |
Theta: |
-0.01 |
Omega: |
4.99 |
Rho: |
0.45 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+261.90% |
3 Months |
|
|
+61.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.810 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
430.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |