BNP Paribas Call 48 NTR 21.06.2024
/ DE000PZ1A0L5
BNP Paribas Call 48 NTR 21.06.202.../ DE000PZ1A0L5 /
| 2024-05-10 9:20:25 PM |
Chg.+0.070 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+7.29% |
-
Bid Size: - |
-
Ask Size: - |
Nutrien Ltd |
48.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PZ1A0L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.60 |
| Time value: |
0.39 |
| Break-even: |
57.90 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
2.54 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.71 |
| Theta: |
-0.15 |
| Omega: |
3.85 |
| Rho: |
0.02 |
Quote data
| Open: |
1.000 |
| High: |
1.030 |
| Low: |
1.000 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+77.59% |
| 3 Months |
|
|
+68.85% |
| YTD |
|
|
-1.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.030 |
0.550 |
| 6M High / 6M Low: |
1.090 |
0.450 |
| High (YTD): |
2024-01-02 |
1.090 |
| Low (YTD): |
2024-02-13 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.39% |
| Volatility 6M: |
|
145.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
