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

Frankfurt Zert./BNP
09/07/2024  21:50:22 Chg.-0.010 Bid09/07/2024 Ask09/07/2024 Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 42,700		 0.130
Ask Size: 42,700		 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: -91.86
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.15
Parity: -0.86
Time value: 0.14
Break-even: 118.60
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.19
Theta: -0.01
Omega: -17.11
Rho: -0.11
 

Quote data

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

Performance

1 Week
  -14.29%
1 Month
  -36.84%
3 Months
  -71.43%
YTD
  -84.21%
1 Year
  -82.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.180 0.120
6M High / 6M Low: 0.790 0.120
High (YTD): 14/02/2024 0.790
Low (YTD): 19/06/2024 0.120
52W High: 27/10/2023 1.150
52W Low: 19/06/2024 0.120
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   137.04%
Volatility 6M:   153.40%
Volatility 1Y:   120.62%
Volatility 3Y:   -