BNP Paribas Call 70 KEL 17.01.2025
/ DE000PC9TNZ9
BNP Paribas Call 70 KEL 17.01.202.../ DE000PC9TNZ9 /
| 07/08/2024 21:50:29 |
Chg.-0.050 |
Bid21:51:51 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-7.94% |
-
Bid Size: - |
-
Ask Size: - |
KELLANOVA CO. DL... |
70.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PC9TNZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
KELLANOVA CO. DL -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/05/2024 |
| Last trading day: |
08/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
0.32 |
| Time value: |
0.26 |
| Break-even: |
75.80 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
9.04 |
| Rho: |
0.20 |
Quote data
| Open: |
0.620 |
| High: |
0.640 |
| Low: |
0.550 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1770.97% |
| 3 Months |
|
|
+314.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.630 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,453.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
