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BNP Paribas Put 130 KMY 17.01.202.../  DE000PE9A1R7  /

EUWAX
7/16/2024  8:44:09 AM Chg.- Bid8:05:08 AM Ask8:05:08 AM Underlying Strike price Expiration date Option type
0.270EUR - 0.240
Bid Size: 10,000		 0.270
Ask Size: 10,000		 KIMBERLY-CLARK DL... 130.00 - 1/17/2025 Put
 

Master data

WKN: PE9A1R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: KIMBERLY-CLARK DL 1,25
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -46.21
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.06
Implied volatility: 0.10
Historic volatility: 0.15
Parity: 0.06
Time value: 0.22
Break-even: 127.20
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.41
Theta: 0.00
Omega: -18.93
Rho: -0.28
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -10.00%
3 Months
  -71.88%
YTD
  -78.57%
1 Year
  -73.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.370 0.250
6M High / 6M Low: 1.360 0.250
High (YTD): 2/20/2024 1.360
Low (YTD): 7/15/2024 0.250
52W High: 10/27/2023 1.700
52W Low: 7/15/2024 0.250
Avg. price 1W:   0.274
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.756
Avg. volume 6M:   0.000
Avg. price 1Y:   1.018
Avg. volume 1Y:   0.000
Volatility 1M:   107.16%
Volatility 6M:   135.05%
Volatility 1Y:   108.04%
Volatility 3Y:   -