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

Frankfurt Zert./BNP
2024-06-28  9:50:28 PM Chg.+0.010 Bid2024-06-28 Ask2024-06-28 Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.140
Bid Size: 38,400		 0.150
Ask Size: 38,400		 KIMBERLY-CLARK DL... 120.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -85.99
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.15
Parity: -0.90
Time value: 0.15
Break-even: 118.50
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.19
Theta: -0.01
Omega: -16.11
Rho: -0.12
 

Quote data

Open: 0.130
High: 0.140
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -56.25%
3 Months
  -61.11%
YTD
  -81.58%
1 Year
  -78.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.320 0.120
6M High / 6M Low: 0.790 0.120
High (YTD): 2024-02-14 0.790
Low (YTD): 2024-06-19 0.120
52W High: 2023-10-27 1.150
52W Low: 2024-06-19 0.120
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.445
Avg. volume 6M:   0.000
Avg. price 1Y:   0.630
Avg. volume 1Y:   0.000
Volatility 1M:   172.53%
Volatility 6M:   152.84%
Volatility 1Y:   120.88%
Volatility 3Y:   -