BNP Paribas Call 55 K 17.01.2025
/ DE000PN9A1A4
BNP Paribas Call 55 K 17.01.2025/ DE000PN9A1A4 /
| 2024-06-06 8:56:31 AM |
Chg.-0.070 |
Bid5:17:58 PM |
Ask5:17:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-9.21% |
0.710
Bid Size: 14,000 |
0.720
Ask Size: 14,000 |
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: |
7.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.44 |
| Time value: |
0.27 |
| Break-even: |
57.68 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
5.84 |
| Rho: |
0.21 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.29% |
| 1 Month |
|
|
-9.21% |
| 3 Months |
|
|
+72.50% |
| YTD |
|
|
+27.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.620 |
| 1M High / 1M Low: |
0.880 |
0.620 |
| 6M High / 6M Low: |
0.880 |
0.360 |
| High (YTD): |
2024-05-15 |
0.880 |
| Low (YTD): |
2024-03-15 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.69% |
| Volatility 6M: |
|
140.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
