BNP Paribas Call 32 CAG 17.01.2025
/ DE000PZ1Y8F2
BNP Paribas Call 32 CAG 17.01.202.../ DE000PZ1Y8F2 /
| 2024-06-17 1:21:02 PM |
Chg.+0.002 |
Bid1:25:27 PM |
Ask1:25:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+2.67% |
0.078
Bid Size: 17,500 |
0.130
Ask Size: 17,500 |
Conagra Brands Inc |
32.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1Y8F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Conagra Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.34 |
| Time value: |
0.09 |
| Break-even: |
30.81 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
22.97% |
| Delta: |
0.32 |
| Theta: |
0.00 |
| Omega: |
9.34 |
| Rho: |
0.04 |
Quote data
| Open: |
0.074 |
| High: |
0.077 |
| Low: |
0.074 |
| Previous Close: |
0.075 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.00% |
| 1 Month |
|
|
-54.71% |
| 3 Months |
|
|
-30.00% |
| YTD |
|
|
-45.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.075 |
| 1M High / 1M Low: |
0.170 |
0.075 |
| 6M High / 6M Low: |
0.230 |
0.075 |
| High (YTD): |
2024-04-24 |
0.230 |
| Low (YTD): |
2024-06-14 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.61% |
| Volatility 6M: |
|
200.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
