BNP Paribas Call 32 CAG 20.12.2024
/ DE000PZ1Y8B1
BNP Paribas Call 32 CAG 20.12.202.../ DE000PZ1Y8B1 /
2024-09-25 9:50:34 PM |
Chg.+0.010 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
0.150 Bid Size: 23,900 |
0.160 Ask Size: 23,900 |
Conagra Brands Inc |
32.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PZ1Y8B |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Conagra Brands Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 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: |
18.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
0.03 |
Time value: |
0.13 |
Break-even: |
30.19 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
0.58 |
Theta: |
-0.01 |
Omega: |
10.54 |
Rho: |
0.04 |
Quote data
Open: |
0.140 |
High: |
0.160 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
+111.27% |
YTD |
|
|
+15.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.140 |
1M High / 1M Low: |
0.210 |
0.110 |
6M High / 6M Low: |
0.210 |
0.034 |
High (YTD): |
2024-09-10 |
0.210 |
Low (YTD): |
2024-07-03 |
0.034 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.152 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.116 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.43% |
Volatility 6M: |
|
245.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |