BNP Paribas Call 50 K 20.12.2024
/ DE000PN9A057
BNP Paribas Call 50 K 20.12.2024/ DE000PN9A057 /
| 2024-06-04 9:50:37 PM |
Chg.+0.030 |
Bid9:54:01 PM |
Ask9:54:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+2.80% |
-
Bid Size: - |
-
Ask Size: - |
Kellanova Co |
50.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN9A05 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Kellanova Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.91 |
| Time value: |
0.16 |
| Break-even: |
56.54 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.49 |
| Rho: |
0.20 |
Quote data
| Open: |
1.050 |
| High: |
1.140 |
| Low: |
1.030 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+1.85% |
| 3 Months |
|
|
+71.88% |
| YTD |
|
|
+39.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.970 |
| 1M High / 1M Low: |
1.250 |
0.970 |
| 6M High / 6M Low: |
1.250 |
0.580 |
| High (YTD): |
2024-05-14 |
1.250 |
| Low (YTD): |
2024-03-14 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.22% |
| Volatility 6M: |
|
103.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
