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BNP Paribas Put 120 KMY 20.12.202.../  DE000PE9A1L0  /

Frankfurt Zert./BNP
18/09/2024  12:50:36 Chg.-0.002 Bid18/09/2024 Ask18/09/2024 Underlying Strike price Expiration date Option type
0.073EUR -2.67% 0.073
Bid Size: 50,000		 0.093
Ask Size: 50,000		 KIMBERLY-CLARK DL... 120.00 - 20/12/2024 Put
 

Master data

WKN: PE9A1L
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -139.97
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.16
Parity: -0.74
Time value: 0.09
Break-even: 119.09
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 21.33%
Delta: -0.17
Theta: -0.01
Omega: -24.03
Rho: -0.06
 

Quote data

Open: 0.072
High: 0.073
Low: 0.072
Previous Close: 0.075
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.35%
1 Month
  -8.75%
3 Months
  -39.17%
YTD
  -90.39%
1 Year
  -90.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.064
1M High / 1M Low: 0.075 0.052
6M High / 6M Low: 0.560 0.052
High (YTD): 14/02/2024 0.790
Low (YTD): 09/09/2024 0.052
52W High: 27/10/2023 1.150
52W Low: 09/09/2024 0.052
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   176.31%
Volatility 6M:   197.85%
Volatility 1Y:   158.26%
Volatility 3Y:   -