BNP Paribas Call 30 CAG 20.12.2024
/ DE000PZ1Y8A3
BNP Paribas Call 30 CAG 20.12.202.../ DE000PZ1Y8A3 /
| 2024-09-26 8:33:36 AM |
Chg.+0.010 |
Bid6:23:47 PM |
Ask6:23:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.260
Bid Size: 23,200 |
0.290
Ask Size: 23,200 |
Conagra Brands Inc |
30.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1Y8A |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.21 |
| Time value: |
0.07 |
| Break-even: |
29.75 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
7.91 |
| Rho: |
0.05 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+58.82% |
| 3 Months |
|
|
+107.69% |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.330 |
0.170 |
| 6M High / 6M Low: |
0.330 |
0.077 |
| High (YTD): |
2024-09-19 |
0.330 |
| Low (YTD): |
2024-07-04 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.21% |
| Volatility 6M: |
|
197.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
