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

EUWAX
8/2/2024  8:40:38 AM Chg.-0.020 Bid7:26:01 PM Ask7:26:01 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.130
Bid Size: 77,400		 0.140
Ask Size: 77,400		 KIMBERLY-CLARK DL... 120.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -106.99
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.16
Parity: -0.84
Time value: 0.12
Break-even: 118.80
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.18
Theta: -0.01
Omega: -19.04
Rho: -0.09
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -20.00%
3 Months
  -42.86%
YTD
  -84.21%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.086
1M High / 1M Low: 0.150 0.073
6M High / 6M Low: 0.780 0.073
High (YTD): 2/20/2024 0.780
Low (YTD): 7/23/2024 0.073
52W High: 10/27/2023 1.130
52W Low: 7/23/2024 0.073
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   388.80%
Volatility 6M:   213.26%
Volatility 1Y:   164.56%
Volatility 3Y:   -