BNP Paribas Call 28 CAG 19.12.2025
/ DE000PZ1Y8H8
BNP Paribas Call 28 CAG 19.12.202.../ DE000PZ1Y8H8 /
| 2024-09-25 9:50:43 PM |
Chg.+0.010 |
Bid2024-09-25 |
Ask2024-09-25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+1.96% |
0.520
Bid Size: 30,500 |
0.530
Ask Size: 30,500 |
Conagra Brands Inc |
28.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PZ1Y8H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 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: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.19 |
| Parity: |
0.39 |
| Time value: |
0.14 |
| Break-even: |
30.32 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
4.68 |
| Rho: |
0.24 |
Quote data
| Open: |
0.510 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+15.56% |
| 3 Months |
|
|
+62.50% |
| YTD |
|
|
+48.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.510 |
| 1M High / 1M Low: |
0.590 |
0.450 |
| 6M High / 6M Low: |
0.590 |
0.280 |
| High (YTD): |
2024-09-10 |
0.590 |
| Low (YTD): |
2024-07-03 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.42% |
| Volatility 6M: |
|
98.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
