BNP Paribas Call 65 BSN 20.09.2024
/ DE000PZ1EM74
BNP Paribas Call 65 BSN 20.09.202.../ DE000PZ1EM74 /
| 2024-05-31 9:20:16 PM |
Chg.+0.005 |
Bid9:52:31 PM |
Ask9:52:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
+11.90% |
0.048
Bid Size: 20,000 |
0.088
Ask Size: 20,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1EM7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
67.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
-0.59 |
| Time value: |
0.09 |
| Break-even: |
65.88 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
83.33% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
16.22 |
| Rho: |
0.04 |
Quote data
| Open: |
0.042 |
| High: |
0.051 |
| Low: |
0.041 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.84% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-27.69% |
| YTD |
|
|
-57.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.038 |
| 1M High / 1M Low: |
0.079 |
0.038 |
| 6M High / 6M Low: |
0.200 |
0.018 |
| High (YTD): |
2024-01-29 |
0.200 |
| Low (YTD): |
2024-04-04 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.13% |
| Volatility 6M: |
|
279.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
