BNP Paribas Call 25 CAG 19.12.2025
/ DE000PZ1Y8G0
BNP Paribas Call 25 CAG 19.12.202.../ DE000PZ1Y8G0 /
| 2024-06-17 8:34:07 AM |
Chg.-0.010 |
Bid9:20:14 AM |
Ask9:20:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.470
Bid Size: 15,850 |
0.540
Ask Size: 15,850 |
Conagra Brands Inc |
25.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1Y8G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.31 |
| Time value: |
0.18 |
| Break-even: |
28.26 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
4.50 |
| Rho: |
0.26 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.97% |
| 1 Month |
|
|
-31.88% |
| 3 Months |
|
|
-2.08% |
| YTD |
|
|
-14.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.480 |
| 1M High / 1M Low: |
0.690 |
0.480 |
| 6M High / 6M Low: |
0.760 |
0.410 |
| High (YTD): |
2024-04-25 |
0.760 |
| Low (YTD): |
2024-02-12 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.528 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.593 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.54% |
| Volatility 6M: |
|
102.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
