BNP Paribas Call 55 K 17.01.2025
/ DE000PN9A1A4
BNP Paribas Call 55 K 17.01.2025/ DE000PN9A1A4 /
2024-04-26 9:50:31 PM |
Chg.-0.040 |
Bid9:58:27 PM |
Ask9:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-6.35% |
0.580 Bid Size: 5,173 |
0.590 Ask Size: 5,085 |
Kellanova Co |
55.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PN9A1A |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Kellanova Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-10-06 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.17 |
Historic volatility: |
0.17 |
Parity: |
0.32 |
Time value: |
0.27 |
Break-even: |
57.34 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
6.98 |
Rho: |
0.26 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.590 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.72% |
1 Month |
|
|
+5.36% |
3 Months |
|
|
+31.11% |
YTD |
|
|
+11.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.590 |
1M High / 1M Low: |
0.640 |
0.470 |
6M High / 6M Low: |
0.670 |
0.330 |
High (YTD): |
2024-01-03 |
0.670 |
Low (YTD): |
2024-03-14 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.618 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.562 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.04% |
Volatility 6M: |
|
115.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |