BNP Paribas Call 50 K 20.12.2024
/ DE000PN9A057
BNP Paribas Call 50 K 20.12.2024/ DE000PN9A057 /
| 2024-04-30 8:56:17 AM |
Chg.+0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
-
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: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.77 |
| Time value: |
0.17 |
| Break-even: |
56.06 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.06 |
| Rho: |
0.24 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.84% |
| 3 Months |
|
|
+24.32% |
| YTD |
|
|
+15.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.890 |
| 1M High / 1M Low: |
0.950 |
0.740 |
| 6M High / 6M Low: |
0.960 |
0.530 |
| High (YTD): |
2024-01-03 |
0.960 |
| Low (YTD): |
2024-03-15 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.722 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.46% |
| Volatility 6M: |
|
88.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
