BNP Paribas Call 32 CAG 17.01.2025
/ DE000PZ1Y8F2
BNP Paribas Call 32 CAG 17.01.202.../ DE000PZ1Y8F2 /
| 2024-09-25 8:37:09 AM |
Chg.-0.010 |
Bid7:34:44 PM |
Ask7:34:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-5.56% |
0.180
Bid Size: 59,000 |
0.190
Ask Size: 59,000 |
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: |
15.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.03 |
| Time value: |
0.16 |
| Break-even: |
30.49 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
8.90 |
| Rho: |
0.05 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.180 |
| 1M High / 1M Low: |
0.230 |
0.110 |
| 6M High / 6M Low: |
0.240 |
0.050 |
| High (YTD): |
2024-04-25 |
0.240 |
| Low (YTD): |
2024-07-04 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.09% |
| Volatility 6M: |
|
220.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
