BNP Paribas Call 30 CAG 16.01.2026
/ DE000PZ1Y8P1
BNP Paribas Call 30 CAG 16.01.202.../ DE000PZ1Y8P1 /
2024-06-21 9:50:31 PM |
Chg.+0.010 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+4.17% |
- Bid Size: - |
- Ask Size: - |
Conagra Brands Inc |
30.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PZ1Y8P |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Conagra Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-01 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
-0.11 |
Time value: |
0.27 |
Break-even: |
30.76 |
Moneyness: |
0.96 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
0.57 |
Theta: |
0.00 |
Omega: |
5.73 |
Rho: |
0.20 |
Quote data
Open: |
0.240 |
High: |
0.260 |
Low: |
0.240 |
Previous Close: |
0.240 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-3.85% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-13.79% |
YTD |
|
|
-10.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.240 |
1M High / 1M Low: |
0.360 |
0.240 |
6M High / 6M Low: |
0.460 |
0.210 |
High (YTD): |
2024-04-24 |
0.460 |
Low (YTD): |
2024-02-19 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.317 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.13% |
Volatility 6M: |
|
149.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |